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- In Search Of The Optimal Fund Of Hedge Funds
- This paper investigates whether it is possible for a fund of hedge funds to not only offer investors access to a diversified basket of hedge funds but to provide skewness protection at the same time. It studies two different strategies. The first is for a fund to buy stock index...
- White papers 2002-10-25
- Welcome to the Dark Side: Hedge Fund Attrition and Survivorship Bias Over the Period 1994-2001
- Hedge funds exhibit a high rate of attrition that has increased substantially over time. Using data over the period 1994-2001, the article shows that lack of size, lack of performance and an increasingly aggressive attitude of old and new fund managers alike are the main factors behind this. Although attrition...
- White papers 2001-12-11
- Multi-Period Performance Persistence Analysis of Hedge Funds
- Since hedge funds specify significant lockup periods, it investigates persistence in the performance of hedge funds using a multi-period framework in which the likelihood of observing persistence by chance is lower than that in the traditional two-period framework. Under the null hypothesis of no manager skill no persistence, the theoretical...
- White papers 2000-02-01
- 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
- Asset Allocation: The Alternatives Approach
- Pension plan sponsors, endowments, and other institutional investors have included non-traditional assets in their portfolios for many years. Larger, more aggressive funds, in particular those with longer investment horizons, have over time increased their allocations to venture capital, real estate, hedge funds, and other assets that fall outside the realm...
- White papers 2003-01-01
- Making Sense of Hedge Fund Returns: What Matters and What Doesn't
- While the past year has seen much discussion of performance a few notable hedge fund failures, there has been relatively little effort to consider systematically the sources of returns to hedge funds in general. Consideration needs to be devoted to the economic determinants of hedge fund returns both during periods...
- White papers 2003-01-01
- Hedge Fund Performance 1990-2000: Do The ‘Money Machines' Really Add Value?
- This paper investigates the claim that hedge funds offer investors a superior risk-return tradeoff by using a continuous time version of Dybvig's (1988a, 1988b) payoff distribution pricing model. The evaluation model, which does not require any assumptions with regard to the return distribution of the funds to be evaluated, is...
- White papers 2001-12-06
- Background Note On The Hedge Fund Industry
- This paper discuses about hedge funds. Although there is no universally accepted definition, the term ‘hedge fund' is frequently used to refer to any pooled investment vehicle that is privately organized, administered by professional investment managers, and not widely available to the public. While most hedge funds trade out of...
- White papers 2003-01-01
- Taking The Sting Out Of Hedge Funds
- Although the inclusion of hedge funds in an investment portfolio can significantly improve that portfolios mean-variance characteristics, it can also be expected to lead to significantly lower skewness and higher kurtosis. In this paper, it is shown that how allocating a fraction of wealth to out-of-the-money can neutralize this highly...
- White papers 2002-10-12
Additional Resources
- Reuters Subsidiary Lipper to Acquire Hedgeworld and TASS Research Database Business; Expands Reach into Hedge Fund Data and Research
- NEW YORK -- Reuters (LSE:RTR) (Nasdaq:RTRSY), the global information company, and its wholly owned subsidiary Lipper, the leading fund analysis and research firm, today announced that Lipper has entered into a definitive agreement to acquire HedgeWorld and the TASSR Research database business, two of the most highly regarded assets in...
- Research articles 2005-03-08
- Online hedge fund 'exchange' to open.(HedgeTrust Exchange)(Brief Article)
- Hedge fund managers now have a Web site to visit where they can trade shares of their funds. In January, the Bermuda Stock Exchange or BSE (www.bsx.com) and HedgeWorld Ltd. (www.hedgeworld.com) will launch a crossing and settlement facility for hedge funds on the Internet. The HedgeTrust...
- Research articles 1999-12-01
- Magical Connections (Rising Sun Edition)
- Greg Newton submits: NakedShorts last week reported that, according to a recent Deutsche Bank research report, Japan was, in mid-2007, the proud owner of $1.2 trillion worth of debt in the highly levered mortgage hedge funds Phoney FNM and Fraudy FRE, and had probably loaded up on even more...
- External links 2008-08-06
- Lipper HedgeWorld & Schwartz Cooper "2007 Insolvency Survey" Reveals "Catch-22" Facing Hedge Funds Amidst Credit Crunch
- Hedge Funds Work to Balance Appetite for Risk and Concerns with Pressure to Capitalize on Investment Opportunities in Insolvent Companies
- Research articles 2007-09-06
- Stanley, Stearns and Sachs are top three.
- Morgan Stanley, Bear Stearns and Goldman Sachs are the largest prime brokers in terms of assets and number of funds served. The HedgeWorld Research Institute surveyed 998 single manager hedge funds and the three firms served as primary brokers to more than 70% of the $100bn...
- Research articles 2001-05-14
- Reuters sells bridge trading and acquires HedgeWorld & Tass Research
- Reuters (London/New York) has signed a definitive agreement to sell Bridge Trading Company (St. Louis, MO), a soft-dollar institutional securities broker, to Instinet Group (INGP; New York) for $21.5 million in INGP stock. Bridge serves more than 500 U.S. institutional clients and exchanged over six million of exchange-listed shares...
- Research articles 2005-03-17
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