Footnotes (3)



Asset Characteristics of Hedge Funds

Sameer Jain

Massachusetts Institute of Technology (MIT); Harvard University

February 1, 2011

UBS Alternative Investments, 16 February 2011

Hedge funds are considered an alternative asset class, in contrast with traditional investments such as stock and bonds. One of the reasons to view hedge funds in a somewhat different light than “bread and butter” asset classes is the differing asset characteristics that hedge funds exhibit. This installment of the hedge fund series focuses on these performance characteristics, providing insights into returns and correlations, but also drilling into additional distributional aspects such as skewness and kurtosis (fat tails).

Number of Pages in PDF File: 14

Open PDF in Browser Download This Paper

Date posted: March 3, 2011 ; Last revised: May 28, 2013

Suggested Citation

Jain, Sameer, Asset Characteristics of Hedge Funds (February 1, 2011). UBS Alternative Investments, 16 February 2011. Available at SSRN: http://ssrn.com/abstract=1773950 or http://dx.doi.org/10.2139/ssrn.1773950

Contact Information

Sameer Jain (Contact Author)
Massachusetts Institute of Technology (MIT) ( email )
77 Massachusetts Avenue
50 Memorial Drive
Cambridge, MA 02139-4307
United States
Harvard University ( email )
1875 Cambridge Street
Cambridge, MA 02138
United States
Feedback to SSRN

Paper statistics
Abstract Views: 1,030
Downloads: 250
Download Rank: 81,882
Footnotes:  3

© 2015 Social Science Electronic Publishing, Inc. All Rights Reserved.  FAQ   Terms of Use   Privacy Policy   Copyright   Contact Us
This page was processed by apollo2 in 0.328 seconds