Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation

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Wiley, Sep 10, 2007 - Business & Economics - 653 pages
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Whether already experienced with hedge funds or just thinking about investing in them, readers need a firm understanding of this unique investment vehicle in order to achieve maximum success. Hedge Funds unites over thirty of the top practitioners and academics in the hedge fund industry to provide readers with the latest findings in this field. Their analysis deals with a variety of topics, from new methods of performance evaluation to portfolio allocation and risk/return matters. Although some of the information is technical in nature, an understanding and applicability of the results as well as theoretical developments are stressed. Filled with in-depth insight and expert advice, Hedge Funds helps readers make the most of this flexible investment vehicle.

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About the author (2007)

GREG N. GREGORIOU is Associate Professor of Finance and coordinator of faculty research in the School of Business and Economics at the State University of New York, Plattsburgh. He received his BA in economics from Concordia University and his MBA and PhD in finance from the University of Quebec in Montreal. He is an associate with the Peritus Group in Montreal and the hedge fund editor and an editorial board member for Derivatives Use, Trading and Regulation (London). Gregoriou has published over forty articles on hedge funds and CTAs, and is coauthor and coeditor of four books.

GEORGES HÜBNER is the Deloitte Professor of Financial Management at HEC, Business School of the University of Liège. He is also Associate Professor of Finance at the University of Maastricht and Affiliate Professor of Finance at EDHEC Business School. He is an accomplished author of two books on financial management, as well as several peer-reviewed research articles about hedge funds and derivatives. Hübner holds a PhD in management from INSEAD.

NICOLAS PAPAGEORGIOU completed his PhD at the ISMA Centre, The University of Reading, UK, in 2002 and has since held the position of Assistant Professor in the Department of Finance at HEC Montreal. His doctoral research focused on the modeling of corporate credit risk, and the empirical evaluation of models for pricing corporate liabilities and credit derivatives. Papageorgiou is also interested in alternative fund management, specifically hedge funds and CTAs, and has written several papers and book chapters on performance measurements of these funds.

FABRICE ROUAH is an Institut de Finance Mathématique de Montréal (IFM2) Scholar, and a PhD candidate in finance at McGill University. He is a former faculty lecturer and consulting statistician and he specializes in the statistical and stochastic modeling of hedge funds, managed futures, and CTAs.

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