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2010•Unpublished venueRequires access

The recent trend of hedge fund strategies

Yasuaki Watanabe

Open publisher page 9 citations

Abstract

Preface Fund of Hedge Funds Portfolio Selection: A Robust Non-parametric Multi-moment Approach Hedge Fund Replication Hedge Fund Style Analysis with the Gap Statistic Style Analysis for Hedge Funds: The Estimation for the Ability of Generating Alpha of Fund of Hedge Funds by Application of Markov-Switching Model Hedge Funds: Attrition, Biases & the Survivor Premium Style Analyses of Desirable Hedge Fund Strategies for Actual Investors The 2008-2009 Financial Crisis: Risk Model Transparency & Incentives Index.

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What this paper is about

Preface Fund of Hedge Funds Portfolio Selection: A Robust Non-parametric Multi-moment Approach Hedge Fund Replication Hedge Fund Style Analysis with the Gap Statistic Style Analysis for Hedge Funds: The Estimation for the Ability of Generating Alpha of Fund of Hedge Funds by Application of Markov-Switching Model Hedge Funds: Attrition, Biases & the Survivor Premium Style Analyses of Desirable Hedge Fund Strategies for Actual Investors The 2008-2009 Financial Crisis: Risk Model Transparency & Incentives Index.

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OpenAlex reports 9 citations for this work. Citation counts describe recorded attention and do not establish research quality.

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Available abstract

Preface Fund of Hedge Funds Portfolio Selection: A Robust Non-parametric Multi-moment Approach Hedge Fund Replication Hedge Fund Style Analysis with the Gap Statistic Style Analysis for Hedge Funds: The Estimation for the Ability of Generating Alpha of Fund of Hedge Funds by Application of Markov-Switching Model Hedge Funds: Attrition, Biases & the Survivor Premium Style Analyses of Desirable Hedge Fund Strategies for Actual Investors The 2008-2009 Financial Crisis: Risk Model Transparency & Incentives Index.

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

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