Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance, and Due Diligence
Greg N. Gregoriou
Academic Press, Dec 31, 2012 - Business & Economics - 592 pages
How will the funds of hedge funds (FoHF) business have to change to survive in the wake of the 2008-2012 financial crisis? This new research provides valuable insight. Reconsidering Funds of Hedge Funds presents the first comprehensive views of UCITS as well as recent trends in due diligence, risk management, and hedge fund deaths and survivors. The book contains original chapters by 22 academics and 16 hedge fund professionals, and includes two sections on performance: one that looks at UCITS FoHF and one that deals with traditional FoHF performance. Most chapters examine aspects of the 2008-2012 financial crisis, and almost every chapter addresses fund of hedge funds' management process before, during, and after the crisis.
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Section 2 UCITS Performance
Section 3 Performance
Section 4 Fund of Hedge FundAlpha
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alpha Alternative Investments analysis asset classes average benchmark beta bond coefficient correlation crisis period database distribution diversification Economics EMAPs estimated excess return exposure fees Figure financial crisis FoHF index FoHF indices FoHFs managers FoHFs portfolios FoHFs returns Fund of Funds funds and FoHFs Funds of Hedge Fung and Hsieh Global Global Macro hedge fund indices hedge fund industry hedge fund managers hedge fund performance hedge fund returns hedge fund strategies hedge funds FoHFs HFR FOF HFRI IMAPs Investment Managers investors Journal of Financial kurtosis liquidity Market Defensive monthly returns MSCI MSCI World mutual funds operational due diligence performance measures pre-crisis quantile rate as reserve regulation reserve return risk factors risk-adjusted risk-free rate sample Sharpe ratio short selling significant skewness standard deviation statistics subperiod survivorship bias t-stat Table tail risk UCITS FoHFs UCITS funds UCITS hedge funds underlying hedge funds University volatility