Selection and Performance Analysis of Asia-Pacific Hedge Funds
Posted: 17 Jun 2009
Abstract
This paper studies portfolio selection and performance analysis of hedge funds located or invested in Asia-Pacific. It investigates the characteristics of the funds' returns and recommends optimization methods to create a 'Fund-of-Funds'. The returns of the hedge funds are then decomposed into asset class factors. Finally, portfolio optimizations and performance analyses are integrated to show how these methods are utilized in practice.
Suggested Citation: Suggested Citation
Hakamada, Takeshi and Takahashi, Akihiko and Yamamoto, Kyo, Selection and Performance Analysis of Asia-Pacific Hedge Funds. Journal of Alternative Investments, Vol. 10, No. 3, 2007, Available at SSRN: https://ssrn.com/abstract=1421191
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