AN ANALYSIS OF RISK-RETURN CHARACTERISTICS AND RISK EXPOSURES OF VARIOUS HEDGE FUND STRATEGIES
Hedge funds claim to provide significant diversification for traditional portfolios in attempt to offer attractive returns. This paper provides a comprehensive analysis of the risk-return characteristics, risk exposures of various hedge fund strategies using a database on Barclay Trading Group indic...
| Main Author: | |
|---|---|
| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2006
|
| Online Access: | https://eprints.nottingham.ac.uk/20454/ |