We propose several econometric measures of connectedness based on principal-
components analysis and Granger-causality networks, and apply them to the monthly …

The hedge-fund industry has grown rapidly over the past two decades, offering investors
unique investment opportunities that often reflect more complex risk exposures than those of …

" 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 …

Our paper analyzes the geographical preferences of hedge fund investors and the
implication of these preferences for hedge fund performance. We find that funds of hedge …

In this book, the author draws from finance, psychology, economics, and other disciplines in
business and the social sciences, recognising that personal finance and investments are …

In recent times, venture capital and private equity funds have become household names, but
so far little has been written for the investors in such funds, the so-called limited partners …

Due diligence is an important source of alpha in a well designed hedge fund portfolio
strategy. It is generally understood that the high returns possible in investing in hedge funds …

Many institutions are attracted to diversified portfolios of hedge funds, referred to as Funds of
Hedge Funds (FoHFs). In this article, we examine a new database that separates out for the …

We introduce a framework for strategic asset allocation with alternative investments. Our
framework uses a quantifiable risk preference parameter, λ, instead of a utility function. We …

The present paper examines the performance and diversification properties of active
Australian equity fund‐of‐funds (FoF). Simulation analysis is employed to examine portfolio …