" 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 …

In this paper we apply data envelopment analysis (DEA) to evaluate the performance of
hedge fund classifications. The purpose of alternative investment strategies such as hedge …

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 …

Alfred Winslow Jones started a hedge fund in 1949, pioneering the con-cept and strategy of
using hedges to protect his portfolios against market declines. Though hugely successful …

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 …

This research attempts to develop an analytical framework for hedge fund investment.
Various issues related to the hedge fund investment have been addressed. This paper …

The idea for this book came about when we realized that a collection of articles dealing with
quantitative and qualitative analyses of hedge funds could be a useful addition to current …

We investigate the presence of managerial skills in different categories of hedge funds. Our
approach is more flexible that others [7, 10] since it does not make any a priori assumptions …

This work presents a variety of reinforcement learning applications to the domain of nance. It
composes of two-part. The rst one represents a technical overview of the basic concepts in …

Investment managers focus much of their attention on the process of searching for alpha.
This paper presents a model which shows that this search for alpha is likely to generate …