Hedge Funds
From Bogleheads
Contents |
Definitions
Hedge Fund Indexes
One of the leading academics studying Hedge Funds is Harry Kat. Given the large number of papers on both Hedge Funds and Synthetic Hedge Funds composed by Mr. Kat, we will provide a link to the SSRN author's paper page for convenient access.
SSRN Author Page for Harry M. Kat
Papers
- Understanding Alternative Investments: A Primer on Hedge Fund Evaluation by Christopher B. Philips, Vanguard Investment Counseling & Research (2006)
- The A,B,Cs of Hedge Funds by Robert C. Ibbotsen and Peng Chen (September, 2006)
- A Reality Check on Hedge Funds Returns by Posthuma, Nolke and van der Sluis, Pieter Jelle, (July 8, 2003)
- The Life Cycle of Hedge Funds: Fund Flows, Size and Performance by Mila Getmansky (January 2006)
- Do Hedge Funds Hedge? by Asness, Clifford S., Krail, Robert and Liew, John M.,(May 2001)
- Hedge Funds: Performance, Risk and Capital Formation by William Fung; David Hsieh; Narayan Naik; Tarun Ramadorai (March 2006)
- http://papers.ssrn.com/sol3/papers.cfm?abstract_id=773384[ A Portrait of Hedge Fund Investors: Flows, Performance and Smart Money] by Baquero, G. and Verbeek, Marno, (February 28, 2006)
- Systemic Risk and Hedge Funds by Chan, Nicholas T., Getmansky, Mila, Haas, Shane M. and Lo, Andrew; (February 22, 2005). MIT Sloan Research Paper No. 4535-05
- Time-varying exposures and leverage in hedge funds by Patrick McGuire, Eli Remolona, Kostas Tsatsaronis
- Hedge Funds: Past, Present and Future by Stulz, René M., Fisher College of Business Working Paper No. 2007-03-003
- FundCreator-Based Evaluation of Hedge Fund Performance by Kat, Harry M. and Palaro, Helder P., (February 22, 2007).
- Hedge Fund Indexation the FundCreator Way: Efficient Hedge Fund Indexation Without Hedge Funds by Kat, Harry M. and Palaro, Helder P., (December 7, 2006). Alternative Investment Research Centre Working Paper No. 38
- Alternative Routes to Hedge Fund Return Replication: Extended Version by Kat, Harry M., (April 30, 2007). Cass Business School Research Paper No. 0037
How to Cite
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Please see [url=http://www.bogleheads.org/wiki/Hedge_Funds]Hedge Funds[/url] on the [url=http://www.bogleheads.org/wiki/Main_Page]Bogleheads Wiki[/url].
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