Contents : Contents
Contributeurs : Thomas Heidorn, Christian Hoppe, François-Serge Lhabitant, Daniel Capocci, François-Éric Racicot, Raymond Théoret, Kathryn Wilkens, Donald R. Chambers, Alain Coën, Pierre-Yves Moix, Bernard Bachmann, Paul U. Ali, Oliver A. Schwindler, Florian Haberfelner, Karin Kisling, Mehmet Orhan, Turker Tekten, Jean-François Bacmann, Ursula Bosshard, Lutz Johanning, Juliane Proelss, Artus Ph. Rosenbusch, Denis Schweizer, John E. Dunn III, Zsolt Berényi, R. McFall Lamm Jr, Roland Füss, Heinz Rehkugler, Irina Butina, Bernhard Brunner, Reinhold Hafner, Peter Oertmann, Lionel Martellini, Volker Ziemann, Georg Wessling, Guy P. Wyser-Pratte

PART ONE: BENCHMARKING AND PERFORMANCE MEASUREMENT
1 Construction Methods, Heterogeneity and
Information Ratios of Hedge Fund Indices
2 Hedge Fund Indices and Passive Alpha: A Buy-Side
Perspective
3 History Bias Factor: A Definition
4 On Comparing Hedge Fund Strategies Using Higher
Moment Estimators for Correcting Specification
Errors in Financial Models
5 Trading Efficiency of Largest 25 CTAs using a
Basic Data Envelopment Analysis Model and
Returns-to-Scale Estimation
6 Absolute Performance and Correlation Persistence of
Hedge Funds Returns: an Analysis Using the CISDM
Database
7 Return Attribution for Portfolios of Hedge Funds

PART TWO: RISK MANAGEMENT
8 Hedge Funds Returns, Higher Moments and
Nonlinear Risk
9 Operational Risk Management Approaches and
Concepts: Lessons Drawn from a Fund of
Hedge Funds Provider
10 Hedge Funds, Corporate Governance and the
Separation of Ownership and Control
11 Value-at-Risk Predictions of Hedge Fund Portfolios:
A Comparison of Alternative Approaches
12 Managed Accounts or the Price of Liquid and
Transparent Hedge Fund and CTA Investing
13 Hedge Funds Investing in Emerging Markets

PART THREE: PORTFOLIO MANAGEMENT
14 Optimising Hedge Fund Portfolios with
Omega Functions
15 Strategy Selection for Hedge Fund and Managed
Futures Portfolios using Higher Moments
16 Hedge Funds: From Diversification to
Diworsification
17 The Risks of Systematic Trend Followers: When
Markets Stop Trending! Understanding High
Intraday Volatility and its Impact on CTA Returns
18 Selecting Last Year's Top Performing CTA as this
Year's Choice: A Simple Trading Strategy
19 Guaranteed Funds, Guaranteed Hedge Funds -
How to Put Investment Efficiency to the Test ?

PART FOUR: ASSET ALLOCATION
20 Blending Hedge Funds with Traditional Stock and
Bond Portfolios: Investment Management in a
New World
21 Long-Term Co-Movements Between Hedge Funds and
Financial Asset Markets
22 Modelling Hedge Fund Returns from an Asset
Allocation Perspective
23 The Effect of Hedge Funds on the Risk Profile of
Global Portfolios
24 The Benefits of Hedge Funds in Asset-Liability
Management
25 Portable Alpha - Separation and Recombination of
Alpha and Beta
26 Active Value Investing: A Case Study on Creating
Alpha in Europe

Language : English

Figure(s) : Tableau(x)

Location : Nice Library

Material : Paper

Statement : Présent

Owner : Bibliothèque