Evaluation of Hedege Fund Performance
This paper provides a comprehensive analysis of the risk-return characteristics of hedge funds and market indexes, portfolio allocation involving hedge funds, and risk exposure of various hedge fund strategies. In general, hedge funds outperform market indices in terms of higher mean excess return,...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2007
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| Online Access: | http://eprints.nottingham.ac.uk/21188/ http://eprints.nottingham.ac.uk/21188/1/Evaluation_of_Hedge_Fund_Performance.pdf |