The Risk of Funds of Hedge Funds: An Empirical Analysis of the Maximum Drawdown

Thomas Heidorn; Dieter G Kaiser; Christoph Roder

doi:10.3905/jwm.2009.12.2.089

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.

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For correspondence: t.heidorn@frankfurt-school.de

Dieter G Kaiser

is a director of investment management at Feri Institutional Advisors GmbH in Bad Homburg, Germany.

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For correspondence: dieter.kaiser@feri.de

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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For correspondence: christoph.roder@db.com

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The Journal of Wealth Management

Vol. 12, Issue 2

Fall 2009

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The Risk of Funds of Hedge Funds: An Empirical Analysis of the Maximum Drawdown