Author:
Laube Falk,Schiltz Jang,Terraza Virginie
Publisher
Springer Science and Business Media LLC
Subject
Economics and Econometrics,Finance
Reference91 articles.
1. Out of over 10 700 hedge funds, over 2500 funds are classed funds of hedge funds (FoHF) in the HFR database. Fung and Hsieh (2002)36 find that FoHF suffer least from database biases. Further, return profiles represent both investors’ interests and thus reduce performance bias. As the period during the past 10 years contains many challenging moments for investors, it is very interesting to study the efficiency of risk measures under these abnormal market conditions.
2. Ineichen Alexander, M. (2002) Funds of hedge funds: Industry overview – Advantages and disadvantages of investing in funds of hedge funds. Journal of Wealth Management 4 (4): 47–62.
3. Fung, W. and David, H.A. (2006) Hedge funds: An industry in its adolescence. Economic Review 91: 1–34.
4. Amenc, N., GIireaud, J.-R., Martellini, L. and Vaissié, M. (2004) Taking a Close Look at the European Fund of Hedge Funds Industry – Comparing and Contrasting Industry Best Practices and Academic Recommendations. MSc Research paper, France: EDHEC.
5. Olszewski, Y. (2005) Building a Better Fund of Hedge Funds: A Fractal and Alpha-Stable Distribution Approach. Ontario, Canada: Maple Financial Alternative Instruments, Research paper.
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