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Volumn 3, Issue 3, 2003, Pages

Traditional investment versus absolute return programmes

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Indexed keywords


EID: 0348207978     PISSN: 14697688     EISSN: None     Source Type: Journal    
DOI: 10.1088/1469-7688/3/3/605     Document Type: Review
Times cited : (2)

References (20)
  • 1
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    • at press
    • Agarwal V and Naik N 2003 Risks and portfolio decisions involving hedge funds Rev. Financial Studies at press
    • (2003) Rev. Financial Studies
    • Agarwal, V.1    Naik, N.2
  • 5
    • 0031519866 scopus 로고    scopus 로고
    • Empirical characteristics of dynamic trading strategies: The case of hedge funds
    • Fung W and Hsieh D 1997 Empirical characteristics of dynamic trading strategies: the case of hedge funds Rev. Financial Studies 10 275-302
    • (1997) Rev. Financial Studies , vol.10 , pp. 275-302
    • Fung, W.1    Hsieh, D.2
  • 6
    • 0035595435 scopus 로고    scopus 로고
    • The risk in hedge fund strategies: Theory and evidence from trend followers
    • Fung W and Hsieh D 2001 The risk in hedge fund strategies: theory and evidence from trend followers Rev. Financial Studies 14 313-41
    • (2001) Rev. Financial Studies , vol.14 , pp. 313-341
    • Fung, W.1    Hsieh, D.2
  • 9
    • 0346117492 scopus 로고
    • revised 8 April 1992
    • Harvard Business School 1992 The Harvard Management Company 9-292-094 (revised 8 April 1992)
    • (1992) The Harvard Management Company , vol.292 , Issue.9
  • 10
    • 0347378479 scopus 로고    scopus 로고
    • Asymmetric returns and sector specialists
    • Ineichen A 2003 Asymmetric returns and sector specialists J. Alternative Investments 5 31-40
    • (2003) J. Alternative Investments , vol.5 , pp. 31-40
    • Ineichen, A.1
  • 11
    • 0347378485 scopus 로고    scopus 로고
    • Modeling the return structure of a fund of hedge funds
    • April 2002
    • Johnson D, Macleod N and Thomas C 2002 Modeling the return structure of a fund of hedge funds AIMA Newsletter April 2002
    • (2002) AIMA Newsletter
    • Johnson, D.1    Macleod, N.2    Thomas, C.3
  • 13
    • 0347378482 scopus 로고    scopus 로고
    • The hierarchy of investment choice: A normative interpretation
    • 30 August 2002
    • Kritzman M and Page S 2002 The hierarchy of investment choice: a normative interpretation Revere Street Working Paper Series 30 August 2002
    • (2002) Revere Street Working Paper Series
    • Kritzman, M.1    Page, S.2
  • 15
    • 0037413209 scopus 로고    scopus 로고
    • Strategy benchmarks: From the investment manager's perspective
    • Kuenzi D 2003 Strategy benchmarks: from the investment manager's perspective J. Portfolio Management 29 46-56
    • (2003) J. Portfolio Management , vol.29 , pp. 46-56
    • Kuenzi, D.1
  • 17
    • 0346748086 scopus 로고    scopus 로고
    • Explaining hedge fund investment styles by loss aversion: A rational alternative
    • May 2002
    • Siegmann A and Lucas A 2002 Explaining hedge fund investment styles by loss aversion: a rational alternative Tinbergen Institute Discussion Paper May 2002
    • (2002) Tinbergen Institute Discussion Paper
    • Siegmann, A.1    Lucas, A.2
  • 18
    • 0346117493 scopus 로고    scopus 로고
    • The difficulties of measuring the benefits of hedge funds
    • Signer A and Favre L 2002 The difficulties of measuring the benefits of hedge funds J. Alternative Investments 31-41
    • (2002) J. Alternative Investments , pp. 31-41
    • Signer, A.1    Favre, L.2
  • 19
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    • Measuring risk-adjusted returns in alternative investments
    • Till H 2002a Measuring risk-adjusted returns in alternative investments Quant. Finance 2 237-8
    • (2002) Quant. Finance , vol.2 , pp. 237-238
    • Till, H.1
  • 20
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    • Risk considerations unique to hedge funds
    • Till H 2002b Risk considerations unique to hedge funds Quant. Finance 2 409-11
    • (2002) Quant. Finance , vol.2 , pp. 409-411
    • Till, H.1


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