Evaluation of Hedge Fund Performance

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Evaluation of Hedge 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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Bibliographic Details
Main Author:	Zhang, Qi
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2007
Subjects:	Hedge Fund Sharpe Ratio Mean-variance Multi-factor CAPM
Online Access:	https://eprints.nottingham.ac.uk/21213/

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