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Paper Stats:
Abstract Views: 1419
Downloads: 435
Download Rank: 10357
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The Return in Hedge-Fund Strategies
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ADEL A. AL-SHARKAS
Alfred University
International Journal of Business, Vol. 10, No. 3, 2005
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Abstract:
This paper deeply examines the difference between traditional and absolute return hedge funds. It also described the development and characteristic of hedge funds as well as the different types of hedge fund investments. In addition, it also surveys some of the pitfalls that investors face when they try to make investment decisions using hedge fund data from commercial sources. Although hedge funds are often branded as a separate asset class, a point can be made that hedge fund managers are simply asset managers utilizing other strategies than those used by relative return (long-only) managers. The major difference between the two is the definition of their return objective: Hedge funds aim for absolute returns by balancing investment opportunities and risk of financial loss. Long-only managers, by contrast, define their return objective in relative terms.
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Keywords: Hedge fund, Portfolio management
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JEL Classifications: G1, G11, G12
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Accepted Paper Series
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Suggested Citation
Al-Sharkas, Adel A., "The Return in Hedge-Fund Strategies"
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International Journal of Business, Vol. 10, No. 3, 2005 Available at SSRN: http://ssrn.com/abstract=778404
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Contact Information for
ADEL
A.
AL-SHARKAS
(Contact Author)
Email address for ADEL
A.
AL-SHARKAS
Alfred University
Alfred
, NY
14802
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Aug 16, 2005 |
310K
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