Measuring risk-adjusted returns in alternative investments

Quantitative Finance

Volumn 2, Issue 4, 2002, Pages 237-238

  Till, Hilary ^a  

^a Ariel Capital Management LLC   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 85008814952     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1088/1469-7688/2/4/603     Document Type: Note

References (8)

1. Bernardo A and Ledoit O 2000 Gain, loss and asset pricing J. Political Economy 8 144–72
2. Dugan I, Burton T and Mollenkamp C 2002 Chicago Art Institute’s hedge-fund loss paints cautionary portrait for investors Wall Street Journal 1 Febuary 2002
3. Favre L and Galeano J-A 2002 An analysis of hedge fund performance using Loess fit regression J. Alternative Investments 4 8–24
4. Galbraith S and Viviano M 2002 Tail or dog: the pond’s getting crowded Morgan Stanley, Strategy and Economics, US Strategy 30 April 2002
5. Goetzmann W, Ingersoll J, Spiegel M and Welch I 2002 Sharpening Sharpe ratios Yale School of Management Working Paper
6. Johnson D, Macleod N and Thomas C 2002 Modelling the return structure of a fund of hedge funds AIMA Newsletter April 2002
7. Schmidhuber C and Moix P Y 2001 Fattail risk: the case of hedge funds (part II) AIMA Newsletter December 2001
8. Weisman A and Abernathy J 2000 The dangers of historical hedge fund data Risk Budgeting (London: Risk Books)