The issue of performance measurement in the hedge fund industry has led to literature that
is both abundant and controversial. The explanation for this complexity lies in the particular …

The purpose of this book is to present the principles of alternative investments in
management. The individual chapters provide a detailed analysis of various classes of …

Este artigo tem como objetivo analisar o comportamento de uma carteira de ativos
selecionados por meio da Análise Envoltória de Dados (DEA), otimizada pela abordagem …

The beginning of the twenty-first century was characterized by a rapid increase in the value
of the assets being managed as alternative investments. The process of further development …

Este artigo tem como objetivo analisar o comportamento de uma carteira de ativos
selecionados por meio da Análise Envoltória de Dados (DEA), otimizada pela abordagem …

This paper investigates the survival times of micro hedge funds during the 1994–2003
period. Each classification's mean survival time is estimated, in increments of …

Funds of hedge funds (FOF) are the preferred channel to access hedge funds by investors.
FOF add value through selecting the best managers from a large universe, performing due …

We examine the performance persistence of Funds of Hedge Funds (FoHFs) over the
January 1994 to November 2010 period. We consider four FoHF categories and confirm that …

The idea for this book came about when we realized that our book on Commodity Trading
Advisors (CTAs) was so well received. We decided that a hedge fund reader with new …

Since the late nineties, hedge funds have gained widespread acceptance due to the
perception of high risk-return characteristics and distinct correlation properties compared to …