An Evaluation of Hedge Funds: Risk, Return and Pitfalls

An Evaluation of Hedge Funds: Risk, Return and Pitfalls

Hedge funds are collective investment vehicles fast becoming popular with high net worth individuals as well as institutional investors. These are funds that are often established with a special legal status that allows their investment managers a free hand to use derivatives, short sell and exploit...

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Bibliographic Details
Main Authors: KOH, Francis, LEE, David K. C., PHOON, Kok Fai
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2002
Subjects:
Hedge funds
Risk management
Performance measurement
Nonnormal distribution
Hurst Ratio
Risk penalty function
Finance and Financial Management
Online Access:https://ink.library.smu.edu.sg/lkcsb_research/3373
https://ink.library.smu.edu.sg/context/lkcsb_research/article/4372/viewcontent/MarketIndustryEvaluationHedgeFunds_2002.pdf
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Institution: Singapore Management University
Language: English

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https://ink.library.smu.edu.sg/lkcsb_research/3373
https://ink.library.smu.edu.sg/context/lkcsb_research/article/4372/viewcontent/MarketIndustryEvaluationHedgeFunds_2002.pdf

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