Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics

International Review of Financial Analysis ◽

10.1016/j.irfa.2016.09.006 ◽

2016 ◽

Vol 48 ◽

pp. 55-66 ◽

Cited By ~ 5

Author(s):

Izidin El Kalak ◽

Alcino Azevedo ◽

Robert Hudson

Keyword(s):

Risk Management ◽

Hedge Funds ◽

Hedge Funds Returns

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Testing for Random Walk and Structural Breaks in Hedge Funds Returns

CFA Digest ◽

10.2469/dig.v36.n4.4292 ◽

2006 ◽

Vol 36 (4) ◽

pp. 9-10

Author(s):

Charles F. Peake

Keyword(s):

Random Walk ◽

Hedge Funds ◽

Structural Breaks ◽

Hedge Funds Returns

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A Data-Analytic Examination of the Risk in Hedge Funds Returns: The g-and-h Distributions

SSRN Electronic Journal ◽

10.2139/ssrn.1015472 ◽

2007 ◽

Cited By ~ 1

Author(s):

Jochen Mandl

Keyword(s):

Hedge Funds ◽

Hedge Funds Returns ◽

Data Analytic

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Hedge Funds Returns and Deviation from Normality During Crises

SSRN Electronic Journal ◽

10.2139/ssrn.1695871 ◽

2010 ◽

Author(s):

François Desmoulins-Lebeault

Keyword(s):

Hedge Funds ◽

Hedge Funds Returns

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Operational Risk Management in Practice: Implementation, Success Factors and Pitfalls: Efficient Implementation for Midsize and Small Asset Managers, Hedge Funds, Private Equity Funds, Family Offices

SSRN Electronic Journal ◽

10.2139/ssrn.2170784 ◽

2012 ◽

Author(s):

Claus Huber ◽

Daniel Imfeld

Keyword(s):

Risk Management ◽

Hedge Funds ◽

Private Equity ◽

Success Factors ◽

Operational Risk ◽

Implementation Success ◽

Equity Funds ◽

Private Equity Funds ◽

Practice Implementation ◽

Asset Managers

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Forecasting Hedge Funds Volatility: A Risk Management Approach

SSRN Electronic Journal ◽

10.2139/ssrn.570065 ◽

2004 ◽

Author(s):

Paulo Rui P. Vitor Monteiro

Keyword(s):

Risk Management ◽

Hedge Funds ◽

Management Approach

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Risk Management for Hedge Funds with Position Information

The Journal of Portfolio Management ◽

10.3905/jpm.2007.698042 ◽

2007 ◽

Vol 34 (1) ◽

pp. 127-134 ◽

Cited By ~ 12

Author(s):

Philippe Jorion

Keyword(s):

Risk Management ◽

Hedge Funds ◽

Position Information

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Tracking hedge funds returns using sparse clones

Annals of Operations Research ◽

10.1007/s10479-016-2371-5 ◽

2016 ◽

Vol 266 (1-2) ◽

pp. 349-371 ◽

Cited By ~ 2

Author(s):

Margherita Giuzio ◽

Kay Eichhorn-Schott ◽

Sandra Paterlini ◽

Vincent Weber

Keyword(s):

Hedge Funds ◽

Hedge Funds Returns

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A fully parametric approach to return modelling and risk management of hedge funds

Financial Markets and Portfolio Management ◽

10.1007/s11408-006-0035-1 ◽

2006 ◽

Vol 20 (4) ◽

pp. 472-491 ◽

Cited By ~ 20

Author(s):

Stefan Kassberger ◽

Rüdiger Kiesel

Keyword(s):

Risk Management ◽

Hedge Funds ◽

Parametric Approach

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Risk Management for Hedge Funds with Position Information

SSRN Electronic Journal ◽

10.2139/ssrn.969988 ◽

2006 ◽

Author(s):

Philippe Jorion

Keyword(s):

Risk Management ◽

Hedge Funds ◽

Position Information

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Risk Management for Hedge Funds: Introduction and Overview

SSRN Electronic Journal ◽

10.2139/ssrn.283308 ◽

2001 ◽

Cited By ~ 6

Author(s):

Andrew W. Lo

Keyword(s):

Risk Management ◽

Hedge Funds

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