What is Known About Hedge Funds?

33 Pages Posted: 27 Jun 2015

See all articles by Hilary Till

Hilary Till

Premia Research LLC; EDHEC-Risk Institute; J.P. Morgan Center for Commodities, University of Colorado Denver Business School; Global Commodities Applied Research Digest

Jodie Gunzberg

S&P Dow Jones Indices

Date Written: September 5, 2005

Abstract

In this article, we provide the busy reader with a survey of articles that were written over the past four years on hedge funds. Specifically, we review the economic basis for hedge fund returns and then discuss some of the logical consequences of these observations. Next, we summarize the general statistical properties of hedge fund strategies. We then examine what the appropriate performance measurement and risk management techniques are for these investments. And lastly, we briefly cover ways that investors can consider incorporating hedge funds within their overall portfolios.

Keywords: Hedge funds, alternative investments, performance measurement, risk management, returns

JEL Classification: G10, G11, G23

Suggested Citation

Till, Hilary and Gunzberg, Jodie, What is Known About Hedge Funds? (September 5, 2005). Available at SSRN: https://ssrn.com/abstract=2623370 or http://dx.doi.org/10.2139/ssrn.2623370

Hilary Till (Contact Author)

Premia Research LLC ( email )

United States
312-583-1137 (Phone)
312-873-3914 (Fax)

HOME PAGE: http://customindices.spindices.com/custom-index-calculations/premia/all

EDHEC-Risk Institute

Nice
France

HOME PAGE: http://risk.edhec.edu/

J.P. Morgan Center for Commodities, University of Colorado Denver Business School ( email )

1475 Lawrence St.
Denver, CO 80202
United States

HOME PAGE: http://www.business.ucdenver.edu/commodities

Global Commodities Applied Research Digest ( email )

J.P. Morgan Center for Commodities
1475 Lawrence Street
Denver, CO 80202
United States

HOME PAGE: http://www.jpmcc-gcard.com/hilary-till

Jodie Gunzberg

S&P Dow Jones Indices ( email )

55 Water Street
Fl 27
New York, NY 10041
United States

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