Investing in Hedge Funds: A Guide to Measuring Risk and Return Characteristics

Investing in Hedge Funds: A Guide to Measuring Risk and Return Characteristics

By: Turan G. Bali (author), Yigit Atilgan (author), Ozgur Demirtas (author)Paperback

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Description

This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published. It presents new insights about the investability and performance measurement of an investor's final portfolio. It uses most recently developed investable hedge fund indexes to revise previous analyses of indexes. It focuses on 14 distinct types of hedge fund indices with daily data from January 1994 to December 2011.

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About Author

Turan G. Bali is Dean's Research Professor of Finance at Georgetown University. He is widely published and ranked 15th among 4,987 academics based on publications in 18 finance journals during the period 2000-2005. He serves as an associate editor for 5 leading finance journals and is a founding member of the Society for Financial Econometrics. Yigit Atilgan holds a Ph.D. from Baruch College, CUNY and an MA from the Simon School, University of Rochester. He writes regularly about investments, options, and international finance. Holding a Ph.D. from Boston College, Ozgur Demirtas has published in the Journal of Monetary Economics, the Journal of Banking and Finance, and the Journal of Financial and Quantitative Analysis, among others. He has won numerous awards for his scholarship and his teaching.

Product Details

  • publication date: 01/07/2013
  • ISBN13: 9780124047310
  • Format: Paperback
  • Number Of Pages: 186
  • ID: 9780124047310
  • weight: 254
  • ISBN10: 0124047319

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