The Risk of Funds of Hedge Funds: An Empirical Analysis of the Maximum Drawdown
Thomas Heidorn, Dieter G Kaiser and Christoph Roder
The Journal of Wealth Management Fall 2009, 12 (2) 89-100; DOI: https://doi.org/10.3905/jwm.2009.12.2.089
Thomas Heidorn
is a professor of banking at the Frankfurt-School of Finance and Management and managing director of the Centre for Practical Quantitative Finance in Frankfurt am Main, Germany.
Dieter G Kaiser
is a director of investment management at Feri Institutional Advisors GmbH in Bad Homburg, Germany.
Christoph Roder
is a treasury manager at Finance and Risk Management Division, Deutsche Bank Bauspar AG in Frankfurt am Main, Germany.
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The Risk of Funds of Hedge Funds: An Empirical Analysis of the Maximum Drawdown
Thomas Heidorn, Dieter G Kaiser, Christoph Roder
The Journal of Wealth Management Jul 2009, 12 (2) 89-100; DOI: 10.3905/jwm.2009.12.2.089