A primer on hedge funds

Journal of Empirical Finance

Volumn 6, Issue 3, 1999, Pages 309-331

  Fung, William ^a   Hsieh, David A ^b  

^a Paradigm Fin Products International   (United States)

^b DUKE UNIVERSITY   (United States)

Author keywords

G20; G23; G28; Hedge funds; Mutual funds; Risk factors

Indexed keywords

EID: 0001688552     PISSN: 09275398     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0927-5398(99)00006-7     Document Type: Article

References (12)

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2. Bank of International Settlements, 1999b. Sound Practices for Banks' Interactions with Highly Leveraged Institutions. Bank for International Settlements, Basle.
3. Billingsley R., Chance D. Benefits and limitations of diversification among commodity trading advisors. Journal of Portfolio Management. 23:1996;65-80.
4. Caldwell, T., 1995, Introduction: The model for superior performance, in: J. Lederman, R.A. Klein (Eds.), Hedge Funds. Irwin Professional Publishing, New York, pp. 1-17.
5. Commodity Futures Trading Commission, The CFTC at a Glance (www.cftc.gov).
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8. Fung W., Hsieh D.A. Investment style and survivorship bias in the returns of CTAs: The information content of track records. Journal of Portfolio Management. 24:1997;30-41.
9. Fung, W., Hsieh, D.A., 1998, A risk neutral approach to valuing trend following trading strategies, Working Paper. Duke University, Durham, NC.
10. Investment Company Institute, 1997, Differences Between Mutual Funds and Hedge Funds (www.ici.org/s97_cgi.html).
11. Securities Exchange Commission, What the SEC Is, What It Does (www.sec.gov).
12. Sharpe W. Asset allocation: Management style and performance measurement. Journal of Portfolio Management. 18:1992;7-19.