ISBN 13 : 9780124016996

Sommaire :
Contributors : R. McFall Lamm, Jr, Jason Scharfman, Jeannine Daniel, François-Serge Lhabitant, David Edmund Allen, Staley Roy Alford (Roy) Pearce, Robert John Powell, Marcus Müller, Daniel Dietrich, Alessandro Carretta, Gianluca Mattarocci, Louis Zanolin, Marcus Storr, Thomas Maier, Florian Haberfelner, Iliya Kutsarov, Greg N. Gregoriou, Dieter Kaiser, Razvan Pascalau, Samuel Sender, Philippe Cogneau, Philippe Debatty, Georges Hübner, Jeannine Daniel, François-Serge Lhabitant, Laurent Bodson, Laurent Cavenaile, Alain Coën, Na Dai, Hany A. Shawky, Szabolcs Blazsek, David Edmund Allen, Akhmad Kramadibrata, Robert John Powell, Abhay Kumar Singh, Yigit Atilgan, Turan G. Bali, K. Ozgur Demitras, David Ardia, Kris Boudt, Raphaële Chappe, Christian Proaño, Willi Semmler, Justina Dambrauskaite, H. Haidar, Bernard Minsky, Qi Tang, Yigit Atilgan, Turan G. Bali, K. Ozgur Demirtas, Oliver A. Schwindler, Ying-Lin Hsu , Chung-Ming Kuan, Stéphane M. F. Yen, Martin Eling, Simone Siragusa, Monica Billio, Kaleab Mamo, Loriana Pelizzon, Wolfgang Bessler, Philipp Kurmann, Serge Darolles, Mathieu Vaissie, David Edmund Allen, Robert John Powell, Abhay Kumar, Paul U. Ali, David Edmund Allen, Raymond Robert Boffey, Robert John Powell, David Edmund Allen, Akhmad Kramadibrata, Robert John Powell, Abhay Kumar Singh.

Introduction

1. After the Crisis: The Withering of the Funds of Hedge Funds Business?

Section 1: Due diligence and risk management
2. Evaluating Trends in Fund of Hedge Fund Operational Due Diligence
3. The Limits of UCITS for Fund of Hedge Funds
4. Due Diligence: Lessons from the Global Financial Crisis for Funds of Hedge Funds with Particular Emphasis on the Asia Pacific Region
5. The Use of Managed Accounts by Fund of Hedge Funds
6. Choice of Risk Measure in Evaluating UCITS Funds of Hedge Funds

Section 2: UCITS performance
7. UCITS Funds of Hedge funds - The New Panacea?
8. The Return Potential of UCITS Fund of Hedge Funds: An Analysis of their Investment Universe
9. How Geography, Flows and Size Affects the Risk-Adjusted Performance of UCITS III Fund of Hedge Funds
1.0 Funds of Hedge Funds vs. Do-It-Yourself Funds of UCITS

Section 3: Performance
11. Predicting Funds of Hedge Funds Attrition Through Performance Diagnostics
12. Does Fund of Hedge Fund Size Matter? Size vs. Performance Before, During and After the Crisis
13. Normalized Risk-Adjusted Performance Measures Revisited: The Performance of FoHFs Before and After the Crisis
14. The Impact of the 2008 Financial Crisis on Fund of Hedge Funds
15. Forecasting Funds of Hedge Funds Performance: A Markov Regime-Switching Approach
16. A Panel Based Quantile Regression Analysis of Funds of Hedge Funds

Section 4: Fund of hedge fund alpha
17. Reward-to-Risk Ratios of Funds of Hedge Funds
18. The Short-Run Performance Persistence in Funds of Hedge Funds
19. "Seeking Alpha": The Performance of Funds of Hedge Funds
20. Quantitative Insight into Management of Funds of Hedge Funds and Consequences on Fund Alpha Performance
21. Selecting Top Funds of Hedge Funds Based on Alpha and Other Performance Measures
22. Funds of Hedge Strategies and Implications for Asset Management: Is Diversification Enough?

Section 5: Tail risk
23. The Intertemporal Relation between Tail Risk and Fund of Hedge Fund Returns
24. Tail Risk Protection for Funds of Hedge Funds
25. Autocorrelation, Bias and Fat Tails: An Analysis of Funds of Hedge Funds
26. Crisis and Funds of Hedge Funds Tail Risk
27. Funds of Hedge Funds, Efficient Portfolios, and Investor Clienteles: Empirical Evidence from Growth and Financial Crisis Periods

Section 6: Regulation
28. Regulation: Threat or Opportunity for the Fund of Hedge Fund Industry?
29. Funds of Hedge Funds and the Principles of Fiduciary Investing Following the Global Financial Crisis
30. Understanding the Regulation Impact: US Fund of Hedge Funds after the Crisis
31. Canada and Australia: Do They Provide a Regulatory Model for Funds of Hedge Funds?
32. South African Regulatory Reforms of Fund of Hedge Funds

Nbre volumes : 0

Langue : Anglais

Localisation : Bibliothèque Campus de Nice

Support : Papier

Etat : Présent

Professeur EDHEC : Oui

Propriétaire : Bibliothèque