𝔖 Bobbio Scriptorium
✦   LIBER   ✦

The alpha and omega of fund of hedge fund added value

✍ Scribed by Serge Darolles; Mathieu Vaissié


Book ID
116615985
Publisher
Elsevier Science
Year
2012
Tongue
English
Weight
748 KB
Volume
36
Category
Article
ISSN
0378-4266

No coin nor oath required. For personal study only.


📜 SIMILAR VOLUMES


Hedge Funds (Quantitative Insights) || R
✍ Lhabitant, François-Serge 📂 Article 📅 2013 🏛 John Wiley & Sons Ltd 🌐 English ⚖ 149 KB

Hedge Funds: Quantitative Insights Is Essential Reading For Finance Practitioners, Including Portfolio Managers, Qualitative And Quantitative Analysts, Consultants And Investors - Both Institutional And Private. It Could Also Prove Useful To Students Of Finance Who Want A Better Understanding Of Wha

Assessing and valuing the nonlinear stru
✍ Antonio Diez De Los Rios; René Garcia 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 179 KB

Several studies have put forward that hedge fund returns exhibit a nonlinear relationship with equity market returns, captured either through constructed portfolios of traded options or piece-wise linear regressions. This paper provides a statistical methodology to unveil such nonlinear features wit