Dynamic Style Analysis of Hedge Funds

2009 ◽  
Author(s):  
Richard Oberuc ◽  
Richard Oberuc
Keyword(s):  
Hedge Funds ◽  
Style Analysis

Style Analysis and Consistency

2017 ◽  
Author(s):  
William R. McCumber ◽  
Jyotsaana Parajuli
Keyword(s):  
Risk Factor ◽  
Hedge Funds ◽  
Hedge Fund ◽  
Style Analysis ◽  
Financial Instruments ◽  
Positive Return ◽  
Primary Strategy

This chapter explores the degree to which hedge funds’ performance is attributable to a self-declared style that broadly describes managers’ primary investment focus. Hedge funds’ self-declared styles and strategies are meant to be descriptive and to attract investor capital seeking exposure to that strategy and opportunity. Hedge fund strategies have evolved as managers uncover and exploit new opportunities. In practice, even when a majority of investor capital is dedicated to a primary strategy, managers complement a primary strategy with other positions in an attempt to earn positive returns. The freedom with which managers can operate regarding regulation and the breadth of financial instruments available make long-term and clear categorization of hedge fund styles difficult. Although research shows that many funds consistently deliver superior returns in a given style, many also deliver alpha, a positive return that is not attributable to any style or risk factor.

Generalised style analysis of hedge funds

2000 ◽  
Vol 1 (1) ◽  
pp. 93-109 ◽  
Author(s):  
V Agarwal ◽  
N Y Naik
Keyword(s):  
Hedge Funds ◽  
Style Analysis

Style Analysis and Classification of Hedge Funds

2006 ◽  
Vol 9 (2) ◽  
pp. 10-29 ◽  
Author(s):  
Arik Ben Dor ◽  
Lev. Dynkin ◽  
Anthony Gould
Keyword(s):  
Hedge Funds ◽  
Style Analysis

Style analysis and Value-at-Risk of Asia-focused hedge funds

2011 ◽  
Vol 19 (5) ◽  
pp. 491-510 ◽  
Author(s):  
Haijie Weng ◽  
Stefan Trück
Keyword(s):  
At Risk ◽  
Hedge Funds ◽  
Value At Risk ◽  
Style Analysis

Style analysis of funds of hedge funds

2006 ◽  
pp. 145-169 ◽  
Author(s):  
Oliver A. Schwindler ◽  
Andreas Oehler
Keyword(s):  
Hedge Funds ◽  
Style Analysis ◽  
Funds Of Hedge Funds
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