Moments Analysis in Risk and Performance Monitoring of Funds of Hedge Funds
This chapter introduces a practical approach to monitoring the risk and performance of funds of hedge funds from the viewpoints of U.S. and global equity investors. It focuses on the impacts when we include funds of hedge funds into investors' portfolios and examines whether the inclusion helps...
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| Main Authors: | , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2006
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| Subjects: | |
| Online Access: | https://ink.library.smu.edu.sg/lkcsb_research/3398 |
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| Institution: | Singapore Management University |
| Language: | English |