Investing in Hedge Funds

A Guide to Measuring Risk and Return Characteristics

Business & Finance, Finance & Investing, Banks & Banking, Personal Finance, Money Management
Cover of the book Investing in Hedge Funds by Turan Bali, Yigit Atilgan, Ozgur Demirtas, Elsevier Science
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Author: Turan Bali, Yigit Atilgan, Ozgur Demirtas ISBN: 9780124051690
Publisher: Elsevier Science Publication: June 29, 2013
Imprint: Academic Press Language: English
Author: Turan Bali, Yigit Atilgan, Ozgur Demirtas
ISBN: 9780124051690
Publisher: Elsevier Science
Publication: June 29, 2013
Imprint: Academic Press
Language: English

This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published.

  • Presents new insights about the investability and performance measurement of an investor’s final portfolio
  • Uses most recently developed investable hedge fund indexes to revise previous analyses of indexes
  • Focuses on 14 distinct types of hedge fund indices with daily data from January 1994 to December 2011
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This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published.

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