[BOOK][B] Hedge funds: quantitative insights
FS Lhabitant - 2009 - books.google.com
" An excellent and comprehensive source of information on hedge funds! From a quantitative
view Lhabitant has done it once again by meticulously looking at the important topics in the …
view Lhabitant has done it once again by meticulously looking at the important topics in the …
Assessing market risk for hedge funds and hedge fund portfolios
F Lhabitant - The Journal of Risk Finance, 2001 - emerald.com
The author suggests an empirical model to analyze the investment style of individual hedge
funds and fund of funds. This approach is based on a mixture of the style analysis approach …
funds and fund of funds. This approach is based on a mixture of the style analysis approach …
[BOOK][B] Commodity trading advisors: Risk, performance analysis, and selection
GN Gregoriou, V Karavas, FS Lhabitant, FD Rouah - 2011 - books.google.com
Authoritative, up-to-date research and analysis that provides a dramatic new understanding
of the rewards-and risks-of investing in CTAs Commodity Trading Advisors (CTAs) are an …
of the rewards-and risks-of investing in CTAs Commodity Trading Advisors (CTAs) are an …
[BOOK][B] Hedge funds investing: A quantitative look inside the black box
FS Lhabitant - 2001 - researchgate.net
There is an increasing amount of evidence that shows the benefits of considering hedge
funds as an asset class at the strategic asset allocation level. The investors' greatest …
funds as an asset class at the strategic asset allocation level. The investors' greatest …
[PDF][PDF] Managed futures, hedge fund and mutual fund return estimation: A multi-factor approach
T Schneeweis, R Spurgin - Amherst, MA, USA: Canter for …, 1997 - turtletrader.com
The past five years have witnessed a dramatic increase in managed futures products whose
managers (commodity trading advisors) trade primarily in futures and options markets and …
managers (commodity trading advisors) trade primarily in futures and options markets and …
[BOOK][B] Classifying hedge funds with Kohonen maps: a first attempt
B Maillet, P Rousset - 2003 - Springer
The purpose of this paper is to present an empirical study of a set of hedge funds on recent
periods. Alternative investments are now widely used by institutional investors and …
periods. Alternative investments are now widely used by institutional investors and …
A Study of Survival
RB Spurgin - The Journal of Alternative Investments, 1999 - pm-research.com
There's growing evidence that mutual funds that are more different from their benchmark
indices outperform. But how do we know whether or not a fund is truly unique? And how can …
indices outperform. But how do we know whether or not a fund is truly unique? And how can …
Style breaks in return-based style analysis
J Annaert, G van Campenhout - 2002 - repository.uantwerpen.be
Despite the wide acceptance of return-based style analysis, the method has several
limitations. One important drawback is the underlying assumption that the style exposures …
limitations. One important drawback is the underlying assumption that the style exposures …
[PDF][PDF] Eurex derivative products in alternative investments: The case for managed futures
This report analyzes the potential benefits to CTAs of incorporating Eurex futures contracts
as an investment vehicle. Results indicate that investment in Eurex futures contracts would …
as an investment vehicle. Results indicate that investment in Eurex futures contracts would …
[BOOK][B] Evaluation and comparison of management strategies by data envelopment analysis with an application to mutual funds
CL Wilson - 2007 - search.proquest.com
A new categorical schema for strategic management is developed; a methodology for its
implementation is elaborated; an application to mutual funds based on microeconomic …
implementation is elaborated; an application to mutual funds based on microeconomic …