Hedge fund performance 1990–2000: Do the “money machines” really add value?

GS Amin, HM Kat - Journal of financial and quantitative analysis, 2003 - cambridge.org
We investigate the claim that hedge funds offer investors a superior risk-return tradeoff. We
do so using a continuous-time version of Dybvig's (1988a), (1988b) payoff distribution pricing …

Welcome to the dark side: Hedge fund attrition and survivorship bias over the period 1994-2001

HM Kat, GS Amin - Cass Business School Research Paper, 2001 - papers.ssrn.com
Hedge funds exhibit a high rate of attrition that has increased substantially over time. Using
data over the period 1994-2001, we show that lack of size, lack of performance and an …

Stocks, bonds, and hedge funds

GS Amin, HM Kat - Journal of Portfolio Management, 2003 - search.proquest.com
What are the diversification effects of introducing hedge funds into a portfolio of stocks and
bonds? In terms of skewness and kurtosis, equity and hedge funds do not combine very well. …

[PDF][PDF] Response of some productive traits of broiler chickens to magnetic water

DH Alhassani, GS Amin - International Journal of Poultry …, 2012 - researchgate.net
Magnetic drinking water (MW) technology has recently been found many advantages, in
particular on poultry performance. This study examined the effect of MW on some productive …

[PDF][PDF] Diversification and yield enhancement with hedge funds

GS Amin, HM Kat - Journal of Alternative Investments, 2002 - Citeseer
In this paper we study the diversification effects from introducing hedge funds into a traditional
portfolio of stocks and bonds. We find that although the inclusion of hedge funds may …

[PDF][PDF] Stocks, bonds and hedge funds: Not a free lunch!

GS Amin, HM Kat - Cass Business School Research Paper, 2002 - Citeseer
We study the diversification effects from introducing hedge funds into a portfolio of stocks and
bonds. Our results show that in terms of skewness and kurtosis equity and hedge funds do …

[PDF][PDF] Portfolios of hedge funds

GS Amin, HM Kat - INSTITUTIONAL INVESTOR-INTERNATIONAL …, 2002 - Citeseer
We investigate the performance of baskets of hedge funds ranging in size from 1 to 20 funds.
The analysis shows that increasing the number of funds can be expected to lead not only to …

Stocks, Bonds and Hedge Funds: Not a Free Lunch!

HM Kat, GS Amin - Cass Business School Research Paper, 2002 - papers.ssrn.com
We study the diversification effects from introducing hedge funds into a traditional portfolio
of stocks and bonds. Our results make it clear that in terms of skewness and kurtosis equity …

[PDF][PDF] Therapeutic potential of TLR8 agonist GS‐9688 (selgantolimod) in chronic hepatitis B: remodeling of antiviral and regulatory mediators

OE Amin, EJ Colbeck, S Daffis, S Khan… - …, 2021 - Wiley Online Library
… of GS- 9688, they did not provide insight into the mode of action of GS- 9688 on human
immune cells. Accordingly, in this study we have evaluated the immunomodulatory effects of GS- …

[PDF][PDF] Generalization of the Sharpe ratio and the arbitrage-free pricing of higher moments

GS Amin, HM Kat - Alternative Investment Research Centre Working Paper …, 2002 - Citeseer
… Combining earlier work reported in Amin and Kat (2001) with stochastic simulation, we
develop a procedure that allows us to construct a benchmark for the evaluation of the …