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: LEE, David K. C., PHOON, Kok Fai, WONG, Choon Yuan
格式: text
語言:English
出版: Institutional Knowledge at Singapore Management University 2006
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在線閱讀:https://ink.library.smu.edu.sg/lkcsb_research/3398
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