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.
- ISBN13 9780124047310
- Publish Date 8 July 2013 (first published 1 January 2013)
- Publish Status Active
- Publish Country US
- Publisher Elsevier Science Publishing Co Inc
- Imprint Academic Press Inc
- Format Paperback
- Pages 186
- Language English