Research and publications

Returns-Based Analyses of Hedge Funds

This article discusses the state of the art in applying returns-based analyses to hedge funds. It pays particular attention to those hedge fund strategies where the use of derivatives and dynamic trading strategies can lead to highly asymmetric outcomes.

Author(s):

Hilary Till

Summary:

This article discusses the state of the art in applying returns-based analyses to hedge funds. It pays particular attention to those hedge fund strategies where the use of derivatives and dynamic trading strategies can lead to highly asymmetric outcomes.

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Type : Working paper
Date : 11/04/2013
Keywords :

Alternative Investments