AN ANALYSIS OF RISK-RETURN CHARACTERISTICS AND RISK EXPOSURES OF VARIOUS HEDGE FUND STRATEGIES

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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...

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Bibliographic Details
Main Author:	Xiong, Danna
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2006
Online Access:	https://eprints.nottingham.ac.uk/20454/

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