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- Dan Ripoll: A Scientific Approach to Investing
- Dan Ripoll is a Hedge Fund Manager and Co-Founder of Aeon Capital, an alternative investment management firm that has developed a unique investment strategy enabling participation in global trends while effectively preserving capital in difficult markets. In these turbulent economic times, Dan discusses the importance of eliminating the impact of...
- Videos 2009-01-09
- Best Funds for a Fast-Changing Market
- No strategy works for long in this crazy market. So you want your money in a fund nimble enough to go anywhere and invest in anything at any time — like one of these. ...
- Articles 2009-06-22
Additional Resources
- New LBS Podcast Demystifies Synthetic Hedge Funds
- Tuesday's post highlighted a course on pitching a hedge fund offered by professor Leon Metzger at Yale School of Management. Today, we point you to a new London Business School podcast with Narayan Naik, professor of finance and director at LBS's Hedge Fund Centre, who talks about the increasing popularity...
- Blog posts 2009-01-08
- On the Performance of Alternative Investments: CTAs, Hedge Funds, and Funds-of-Funds
- This paper examines alternative investment vehicles such as hedge funds, funds-of-funds, and commodity trading advisors CTAs by investigating their performance, risk, and fund characteristics. Differing from the previous studies that pool these investment vehicles, it considers them as three distinctive investment classes. Article studies them not only on a stand-alone...
- White papers 2003-11-01
- On the Performance of Alternative Investments : CTAs, Hedge Funds, and Funds-of-Funds
- This paper discusses the alternative investment vehicles such as hedge funds, funds-of-funds, and commodity trading advisors CTAs by investigating their performance, risk, and fund characteristics. It focuses on them not only on a stand-alone basis but also on a portfolio basis. Several interesting results were found. First, CTAs differ from...
- White papers 2003-04-01
- Do Hedge Funds Belong in Taxable Portfolios?
- The authors identify the portfolio weights that provide maximum expected returns for various risk levels to determine whether hedge funds should be included in taxable portfolios. The results indicate that a significant percentage of hedge funds should be included, displacing municipal bonds. A number of studies have demonstrated that hedge...
- White papers 2002-02-01
- A Critical Look At The Case For Hedge Funds: Lessons From The Bubble
- Hedge funds are supposed to be largely market neutral, meaning their returns exhibit relatively little correlation with those of the market. In this vein, one often hears that they make money in down markets as well as up. To the extent, hedge fund returns are uncorrelated with those of markets...
- White papers 2003-01-01
- SEC Chairman Releases Staff Report To The Sec On The Implications Of The Growth Of Hedge Funds
- The article discusses about the report released by the staff of the Division of Investment Management the Report to the SEC on the implications of the growth of hedge funds. In the Report, the SEC staff recommends that the SEC revise its rules under the Investment Advisers Act to require...
- White papers 2003-10-01
- The Myth of Hedge Funds: Are Hedge Funds the Fireflies Ahead of the Storm?
- This article attempts to uncover some of the myths around hedge funds and is designed to de-mystify the investing in hedge funds. Hedge funds suffer from negative press. The headlines over the past three years have not always been favorable for the industry. Similarities can be drawn to the airline...
- White papers 2001-10-24
- Taking the Mystery Out of Hedge Funds
- A hedge fund is a term commonly used to describe any fund that is not a conventional investment fund - that is, any fund using a strategy or set of strategies other than investing long in bonds, equities mutual funds, and money markets money market funds. Some funds that are...
- White papers 2003-01-01
- Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases
- It is well known that pro forma performance of a sample of investment funds contains biases. The organization of hedge funds, as private and often offshore vehicles, makes data collection a much more onerous task, amplifying the impact of performance measurement biases. This paper reviews these biases in hedge funds....
- White papers 2000-09-01
- Performance Characteristics of Hedge Funds and Commodity Funds: Natural Versus Spurious Biases
- It is well known that the pro forma performance of a sample of investment funds contains biases. The organization structure of hedge funds, being private and often offshore vehicles, makes data collection a much more onerous task. This amplifies the impact of performance measurement biases. This paper reviews these biases...
- White papers 2000-05-01
- Performance Evaluation of Hedge Funds With Option-based and Buy-and-Hold Strategies
- Since hedge fund returns exhibit non-linear option-like exposures to standard asset classes (Fung and Hsieh (1997a, 2000a)), traditional linear factor models offer limited help in evaluating the performance of hedge funds. It proposes a general asset class factor model comprising of excess returns on passive option-based strategies and on buy-and-hold...
- White papers 2000-08-01
- Some Thoughts On The Use Of Statistics In Hedge Funds
- With the proliferation of hedge fund databases and websites, quantitative information on hedge funds has become more readily available. Investors analyzing hedge funds for potential investment can search for funds based on any number of statistical criteria, including compound annual return, maximum drawdown and Sortino ratio. Hedge funds can use...
- White papers 2001-06-01
- Measuring the Market Impact of Hedge Funds
- Hedge funds often employ opportunistic trading strategies on a leveraged basis. It is natural to find their footprints in most major market events. A ‘‘small bet'' by large hedge funds can be a sizeable transaction that can impact a market. This study estimates hedge fund exposures during a number of...
- White papers 2003-01-01
- Who Should Buy Hedge Funds?
- Using monthly return data on 455 hedge funds over the period 1994-2001 we study the diversification effects from introducing hedge funds into a traditional portfolio of stocks and bonds. Our results indicate that although the inclusion of hedge funds may significantly improve a portfolio's mean-variance characteristics, it can also be...
- White papers 2002-03-06
- How Many Hedge Funds Have Valuation Processes?
- Susan M. Mangiero submits: Business Valuation Resources and Pension Governance, LLC just completed a joint survey on business valuation firms that currently provide valuation services to hedge fund clients. It appears that relatively few hedge funds are reaching out to the business valuation profession, despite regulatory and legal pressures to improve valuation...
- External links 2008-09-10
- Adding Hedge Funds To A Traditional Asset Portfolio: What Can We Learn?
- "Alternative assets - hedge funds - have a meaningful impact on the efficient frontier for investors who usually hold only traditional assets like stocks and bonds. The portfolio gains from holding hedge funds can, in fact, be significantly greater than gains earned through international diversification. Hence, the growth of hedge...
- White papers 2001-09-01
- Domestic Hedge Funds or Offshore Hedge Funds
- This article explains the difference between domestic & offshore hedge funds. A domestic hedge fund is one that is organized within the United States. If the fund is organized in the U.S., all U.S. laws will apply. Domestic hedge funds are engineered to cater to U.S. investors who are liable...
- White papers
- Oppenheimer Funds (OFI), and Tremont Advisers announced the launch of two SEC-registered funds of hedge funds available exclusively to tax-exempt, institutional investors.(Brief Article)
- Oppenheimer Funds OFI, and Tremont Advisers announced the launch of two SEC-registered funds of hedge funds available exclusively to tax-exempt, institutional investors. The funds are part of a new OFI Tremont Institutional Hedge Fund Series, provi Oppenheimer Funds OFI, and Tremont Advisers announced the launch ...
- Research articles 2003-03-01
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