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Hedge Funds

Funds of Hedge Funds. Long Term Capital Management.

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PAGE TITLE
Hedge Funds | edge-fund.com Reviews
<META>
DESCRIPTION
Funds of Hedge Funds. Long Term Capital Management.
<META>
KEYWORDS
1 alternative investments
2 bibliography
3 books
4 conferences
5 definitions
6 employment
7 forecasting
8 indices
9 links
10 performance
CONTENT
Page content here
KEYWORDS ON
PAGE
alternative investments,bibliography,books,conferences,definitions,employment,forecasting,indices,links,performance,performance measurement,risk,strategies and styles,logs,webmaster martin sewell
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Hedge Funds | edge-fund.com Reviews

https://edge-fund.com

Funds of Hedge Funds. Long Term Capital Management.

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Hedge Funds

Funds of Hedge Funds. Long Term Capital Management.

INTERNAL PAGES

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1

Long-Term Capital Management

http://www.edge-fund.com/ltcm.html

DE, M, 2001. Discourses of Scientific Finance and the Failure of Long-Term Capital Management. DOWD, K., 1999. Too Big to Fail? Long-Term Capital Management and the Federal Reserve. CATO Institute Briefing Paper No. DUNBAR, N., 2000. Inventing money: the story of Long-term Capital Management and the legends behind it. Chichester: Wiley. [ Cited by 32. EADE, P., 1998. John Meriwether: Founding Partner, Long-Term Capital Management. Euromoney Magazine. Journal of Economic Perspectives. KRUGMAN, P., 199...

2

Hedge Fund Strategies/Styles

http://www.edge-fund.com/strategies.html

AGARWAL, Vikas and Narayan Y. NAIK, Generalised Style Analysis of Hedge Funds. We find that the generalised style analysis approach is more robust for estimating the risk exposures of hedge funds that take short positions in various asset classes and typically hold significant part of their portfolio in cash.". AGARWAL, Vikas and Narayan Y. NAIK, Performance Evaluation of Hedge Funds with Option-based and Buy-and-Hold Strategies. Centre for Hedge Fund Research and Education Working Paper, 2001. AMENC, No...

3

Forecasting

http://www.edge-fund.com/forecasting.html

Amenc, Bied and Martellini (2003) found strong evidence of significant predictability in hedge fund returns whilst Dash and Kajiji (2003) employ a neural netork that is capable of near perfect directional prediction. AMENC, Noöl, Sina el BIED and Lionel MARTELLINI, Evidence of Predictability in Hedge Fund Returns and Multi-Style Multi-Class Tactical Style Allocation Decisions. USC FBE Working Paper No. 02-5., 2002. [about 39]. Vol 59, No. 5, pp. 32-46, September/October 2003. [about 69].

4

Hedge Fund Risk

http://www.edge-fund.com/risk.html

Performance Measurement, Risk and Performance Measurement, Risk and Attribution. ACKERMANN, Carl, Richard McENALLY and David RAVENSCRAFT, The Performance of Hedge Funds: Risk, Return, and Incentives. The Journal of Finance. Vol 54, No. 3. (Jun., 1999), pp. 833-874. AGARWAL, Vikas and Narayan Y. NAIK, Characterizing Hedge Fund Risks with Buy-and-Hold and Option-Based Strategies. AGARWAL, Vikas and Narayan Y. NAIK, Risks and Portfolio Decisions Involving Hedge Funds. Journal of Alternative Investments.

5

Hedge Fund Indices

http://www.edge-fund.com/indices.html

Deutsche Bank Asset Management, Deutsche Bank 100 index. Evaluation Associates Capital Markets. Hedge Fund Consistency Index. Morgan Stanley Capital International (MSCI) and Financial Risk Management. Van Hedge Fund Advisors International. Zurich Hedge Fund Universe/Managed Accounts Reports LLC.

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LINKS TO THIS WEBSITE

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BOOKMARKS: March 2008

http://bookmarksmodusrebus.blogspot.com/2008_03_01_archive.html

Friday, March 7, 2008. Automated Trader - Algorithmic Trading Magazine. Algorithmic and automated trading magazine - Automated Trader provides coverage of automated and algorithmic trading from both a technological and business perspective, published quarterly. How to set up a Hedge Fund Tutorials Hedge Fund Focus MoneyScience. Start your own hedge fund - August 7, 2006. I'm thinking of starting a hedge fund. Let's be clear: I'm in it for the money. Starting a hedge fund, Start a hedge fund. New Regulati...

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BOOKMARKS: bookmarks

http://bookmarksmodusrebus.blogspot.com/2008/03/bookmarks.html

Friday, March 7, 2008. Automated Trader - Algorithmic Trading Magazine. Algorithmic and automated trading magazine - Automated Trader provides coverage of automated and algorithmic trading from both a technological and business perspective, published quarterly. How to set up a Hedge Fund Tutorials Hedge Fund Focus MoneyScience. Start your own hedge fund - August 7, 2006. I'm thinking of starting a hedge fund. Let's be clear: I'm in it for the money. Starting a hedge fund, Start a hedge fund. New Regulati...

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Funds of Hedge Funds. Long Term Capital Management.

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