Investing In Hedge Funds: A Guide To Measuring Risk And Return Characteristics by Turan BaliInvesting In Hedge Funds: A Guide To Measuring Risk And Return Characteristics by Turan Bali

Investing In Hedge Funds: A Guide To Measuring Risk And Return Characteristics

byTuran Bali, Yigit Atilgan, Ozgur Demirtas

Paperback | July 10, 2013

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This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns. The three chapters in this short book have not been previously published.



  • Presents new insights about the investability and performance measurement of an investor's final portfolio
  • Uses most recently developed investable hedge fund indexes to revise previous analyses of indexes
  • Focuses on 14 distinct types of hedge fund indices with daily data from January 1994 to December 2011
Turan G. Bali is Dean's Research Professor of Finance at Georgetown University. He is widely published and ranked 15th among 4,987 academics based on publications in 18 finance journals during the period 2000-2005. He serves as an associate editor for 5 leading finance journals and is a founding member of the Society for Financial Econ...
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Title:Investing In Hedge Funds: A Guide To Measuring Risk And Return CharacteristicsFormat:PaperbackDimensions:186 pages, 9 × 6 × 0.68 inPublished:July 10, 2013Publisher:Academic PressLanguage:English

The following ISBNs are associated with this title:

ISBN - 10:0124047319

ISBN - 13:9780124047310

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Table of Contents

  1. Introduction

  2. Hedge fund strategies

  3. Hedge Fund Databases, Biases and Indices

  4. Risk-Adjusted Performances of Hedge Fund Indices

  5. Determinants of Hedge Fund Index Returns

Editorial Reviews

"Bali,.Atilgan,.and  Demirtas.present an overview of how hedge funds have performed over the past 20 years. They discuss present risk and return characteristics for a wide range of hedge fund indices; fund databases and their biases; changes in performance in the recent global financial crisis; and linkages between index returns and macroeconomic factors."--Reference & Research Book News, December 2013