2000•McGraw-Hill eBooksRequires access

The hedge fund handbook : a definitive guide for analyzing and evaluating alternative investments

Stefano Lavinio

Abstract

General Definitions, Functions, and Characteristics of Hedge Funds. Some Trends and Fallacies Regarding Hedge Funds. Hedge Fund Analysis. Financial Risk and Hedge Funds. Hedge Fund Returns. Hedge Fund Leverage. Detecting Leverage in Hedge Funds. Randomness As a Source of Risk in Hedge Funds. Identifying Hedge Fund Manager Skills. Randomness and Hedge Fund Failure. Hedge Funds and Portfolio Allocation. Case Study of a Real-World Hedge Fund. Conclusion: Putting It All Together. Appendices: 1: Hedge Funds. 2: Distributions. 3: Risk Diversification. 4: The Hurst Index. 5: Risk-Free Rates and Peer-Group Index.

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Key concepts: Alternative beta, Hedge fund, Hedge accounting, Fund of funds, Open-end fund, Business, Returns-based style analysis, Portfolio