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| Title: | Reconsidering funds of hedge funds the financial crisis and best practices in UCITS, tail risk, performance, and due diligence |
|---|---|
| From: |
ed. by Greg N. Gregoriou
|
| Person: |
Gregoriou, Greg N.
1956- Verfasser aut |
| Main Author: | |
| Format: | Book |
| Language: | English |
| Published: |
Amsterdam [u.a.]
Elsevier Academic Press
2013
|
| Edition: | 1. publ. |
| Notation: | QK 800 |
| Subjects: | |
| Online Access: | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027376245&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
| Item Description: | Incl. bibliogr. references and index This collection of research by academics and professionals presents the first comprehensive views of UCITs as well as recent trends in due diligence, risk management, and hedge fund deaths and survivors. Original papers by 22 academics and 16 hedge fund professionals include two sections on performance: one that looks at UCITS FoHF and one that deals with traditional FoHF performance. Asian and European regulatory themes are discussed, as are issues in allocation and tail risk Due diligence and risk management -- UCITS performance -- Performance -- Fund of hedge fund alpha -- Tail risk -- Regulation |
| Physical Description: | XLII, 545 S. graph. Darst. |
| ISBN: | 9780124016996 |
Staff View
MARC
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| 100 | 1 | |a Gregoriou, Greg N. |d 1956- |e Verfasser |0 (DE-588)132185016 |4 aut | |
| 245 | 1 | 0 | |a Reconsidering funds of hedge funds |b the financial crisis and best practices in UCITS, tail risk, performance, and due diligence |c ed. by Greg N. Gregoriou |
| 250 | |a 1. publ. | ||
| 264 | 1 | |a Amsterdam [u.a.] |b Elsevier Academic Press |c 2013 | |
| 300 | |a XLII, 545 S. |b graph. Darst. | ||
| 336 | |b txt |2 rdacontent | ||
| 337 | |b n |2 rdamedia | ||
| 338 | |b nc |2 rdacarrier | ||
| 500 | |a Incl. bibliogr. references and index | ||
| 500 | |a This collection of research by academics and professionals presents the first comprehensive views of UCITs as well as recent trends in due diligence, risk management, and hedge fund deaths and survivors. Original papers by 22 academics and 16 hedge fund professionals include two sections on performance: one that looks at UCITS FoHF and one that deals with traditional FoHF performance. Asian and European regulatory themes are discussed, as are issues in allocation and tail risk | ||
| 500 | |a Due diligence and risk management -- UCITS performance -- Performance -- Fund of hedge fund alpha -- Tail risk -- Regulation | ||
| 650 | 7 | |a BUSINESS & ECONOMICS / Investments & Securities / General |2 bisacsh | |
| 650 | 4 | |a Wirtschaft | |
| 650 | 4 | |a Hedge funds | |
| 776 | 0 | 8 | |i Erscheint auch als |n Online-Ausgabe |z 978-0-12-404594-1 |
| 856 | 4 | 2 | |m Digitalisierung UB Bamberg - ADAM Catalogue Enrichment |q application/pdf |u http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027376245&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |3 Inhaltsverzeichnis |
| 943 | 1 | |a oai:aleph.bib-bvb.de:BVB01-027376245 | |
Record in the Search Index
| _version_ | 1819384899415572480 |
|---|---|
| adam_text | Contents
Foreword.........
Editor...........
Contributors.......
Acknowledgements
Introduction.......
..lx
..xi
xiii
xxvii
xxix
CHAPTER 1 After the Crisis: The Withering of the Funds
of Hedge Funds Business?.................................1
R. McFallLamm, Jr.
SECTION 1 · Due Diligence and Risk Management
CHAPTER 2 Evaluating Trends in Funds of Hedge Funds
Operational Due Diligence................................17
Jason Schariman
CHAPTER 3 The Limits of UCITS for Funds of Hedge Funds...............29
Jcanninc Daniel and Francois Serge
CHAPTER 4 Due Diligence: Lessons from the Global Financial
Crisis for Funds of Hedge Funds with Particular
Emphasis on the Asia Pacific Region...................................41
David Edmund Allen. Staley Roy Alford Pearce,
and Robert John Powell
CHAPTER 5 The Use of Managed Accounts by Funds of Hedge Funds..........S3
Marcus Muller and Daniel Dietrich
CHAPTER 6 Choice of Risk Measure in Evaluating UCITS Funds
of Hedge Funds............................................71
Alessandro Carretta and Gianluca Mattarocci
SECTION 2 · UCITS Performance
CHAPTER 7 UCITS Funds of Hedge Funds The New Panacea?............91
Lows Zanohn
CHAPTER 8 The Return Potential of UCITS Funds of Hedge Funds:
An Analysis of their Investment Universe.............113
Florian Haberfeiner, ihya Kutsarov. Thomas Mater
and Marcus Storr
Contents
CHAPTER 9 How Geography, Rows, and Size Affect the Risk-Adjusted
Performance of UCITS III Funds of Hedge Funds..........135
Greg N. Grcgoriou. Dieter Kaiser, and Razvan Pascaiau
CHAPTER 10 Funds of Hedge Funds versus Do-It-Yourself
Funds of UCITS.........................................147
Samuel Sender
SECTION 3 · Performance
CHAPTER 11 Predicting Funds of Hedge Funds Attrition Through
Performance Diagnostics................................163
Philippe Cogneau. Philippe Debatty, and Georges HCibner
CHAPTER 12 Does Funds of Hedge Funds Size Matter? Size versus
Performance Before, During, and After the Crisis.......183
Jeannine Daniel and François-Serge ¡.habitant
CHAPTER 13 Normalized Risk-Adjusted Performance Measures
Revisited: The Performance of Funds of Hedge Funds
Before and After the Crisis............................195
Laurent Dodson, Laurent Cavcnaile, and Alain Coen
CHAPTER 14 The Impact of the 2008 Financial Crisis on Funds
of Hedge Funds.........................................215
Na Dai and Hany A. Shawky
CHAPTER IS Forecasting Funds of Hedge Funds Performance:
A Markov Regime-Switching Approach.....................229
S/atnlcs Bla/sck
CHAPTER 16 A Panel-Based Quantile Regression Analysis of Funds
of Hedge Funds.........................................261
David Edmund Allen. Ahhmad Kramadibrata. Robert John Powell,
and Abh ï) Kumar Singh
SECTION 4 · Fund of Hedge Fund Alpha
CHAPTER 17 Reward-toTttsk Ratios of Funds of Hedge Funds...........275
v#i[ Atilg n. Turan G Bah. and K Ozgur Demirtas
CHAPTER 18 The Short-Run Performance Persistence in Funds
of Hedge Funds..........................................
Ardui lìfxi Kns Boudt
CHAPTER 19 Seeking Alpha*: The Performance of Funds of Hedge
...............................................303
Willi Scornav. Christian Proano. and Raphaële Chappe
CHAPTER 20 Quantitative insight into Management of Funds of
Hedge Funds and Consequences on Fund Alpha
Performance................................................... 3^
Jusima DiVnbraushaite. Haidar Haidar. Bernard Minsky.
lind Qt Tiing
Contents
CHAPTER 21 Selecting Top Funds of Hedge Funds Based on Alpha
and Other Performance Measures.........................351
Ymg-Lin Hsu, Chung-Mmg Kuan, and Stephane F. Yen
CHAPTER 22 Funds of Hedge Funds Strategies and Implications
for Asset Management: Is Diversification Enough?.......367
Simone Siragusa
SECTION 5 · Tail Risk
CHAPTER 23 The Intertemporal Relation between Tail Risk
and Funds of Hedge Funds Returns.......................381
Y ığıl Atılgan. Turan G. Balı, and K. Ozgur Demirtas
CHAPTER 24 Tail Risk Protection for Funds of Hedge Funds.............393
Oliver A. Schwindler
CHAPTER 25 Autocorrelation, Bias, and Fat Tails: An Analysis
of Funds of Hedge Funds..................................407
Martin Ehng
CHAPTER 26 Crises and Funds of Hedge Funds Tail Risk.................425
Monica Billio. Kalcah Y. Mamo. and
CHAPTER 27 Funds of Hedge Funds, Efficient Portfolios, and
Investor Clienteles: Empirical Evidence from Growth
and Financial Crisis Periods.............................451
Wolfgang Bossier and Philipp
SECTION 6 · Regulation
CHAPTER 28 Regulation: Threat or Opportunity for the Funds
of Hedge Funds Industry?.................................481
Serge Darollcs and Mathieu Vaissic
CHAPTER 29 Funds of Hedge Funds and the Principles of Fiduciary
Investing Following the Global Financial Crisis........495
Paul U. All
CHAPTER 30 Understanding the Regulation Impact: US Funds
of Hedge Funds After the Crisis........................503
David Edmund Allen. Akhmad Kramadibrata.
Robert John Powell, and Abhay Kumar Singh
CHAPTER 31 Canada and Australia: Do They Provide a Regulatory
Model for Funds of Hedge Funds?........................515
David Edmund Allen. Raymond Rohen Botfcy.
and Roben John Powell
CHAPTER 32 South African Regulatory Reforms of Funds
of Hedge Funds.........................................525
David Edmund Allen. Akhmad Kramadibrata. Rohen John Powell,
and Abhay Kumar Singh
INDEX
537
|
| any_adam_object | 1 |
| author | Gregoriou, Greg N. 1956- |
| author_GND | (DE-588)132185016 |
| author_facet | Gregoriou, Greg N. 1956- |
| author_role | aut |
| author_sort | Gregoriou, Greg N. 1956- |
| author_variant | g n g gn gng |
| building | Verbundindex |
| bvnumber | BV041932999 |
| classification_rvk | QK 800 |
| ctrlnum | (OCoLC)840726976 (DE-599)BVBBV041932999 |
| dewey-full | 332.64 |
| dewey-hundreds | 300 - Social sciences |
| dewey-ones | 332 - Financial economics |
| dewey-raw | 332.64 |
| dewey-search | 332.64 |
| dewey-sort | 3332.64 |
| dewey-tens | 330 - Economics |
| discipline | Wirtschaftswissenschaften |
| edition | 1. publ. |
| format | Book |
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| id | DE-604.BV041932999 |
| illustrated | Illustrated |
| indexdate | 2024-12-20T16:58:11Z |
| institution | BVB |
| isbn | 9780124016996 |
| language | English |
| oai_aleph_id | oai:aleph.bib-bvb.de:BVB01-027376245 |
| oclc_num | 840726976 |
| open_access_boolean | |
| owner | DE-521 DE-473 DE-BY-UBG |
| owner_facet | DE-521 DE-473 DE-BY-UBG |
| physical | XLII, 545 S. graph. Darst. |
| publishDate | 2013 |
| publishDateSearch | 2013 |
| publishDateSort | 2013 |
| publisher | Elsevier Academic Press |
| record_format | marc |
| spellingShingle | Gregoriou, Greg N. 1956- Reconsidering funds of hedge funds the financial crisis and best practices in UCITS, tail risk, performance, and due diligence BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Wirtschaft Hedge funds |
| title | Reconsidering funds of hedge funds the financial crisis and best practices in UCITS, tail risk, performance, and due diligence |
| title_auth | Reconsidering funds of hedge funds the financial crisis and best practices in UCITS, tail risk, performance, and due diligence |
| title_exact_search | Reconsidering funds of hedge funds the financial crisis and best practices in UCITS, tail risk, performance, and due diligence |
| title_full | Reconsidering funds of hedge funds the financial crisis and best practices in UCITS, tail risk, performance, and due diligence ed. by Greg N. Gregoriou |
| title_fullStr | Reconsidering funds of hedge funds the financial crisis and best practices in UCITS, tail risk, performance, and due diligence ed. by Greg N. Gregoriou |
| title_full_unstemmed | Reconsidering funds of hedge funds the financial crisis and best practices in UCITS, tail risk, performance, and due diligence ed. by Greg N. Gregoriou |
| title_short | Reconsidering funds of hedge funds |
| title_sort | reconsidering funds of hedge funds the financial crisis and best practices in ucits tail risk performance and due diligence |
| title_sub | the financial crisis and best practices in UCITS, tail risk, performance, and due diligence |
| topic | BUSINESS & ECONOMICS / Investments & Securities / General bisacsh Wirtschaft Hedge funds |
| topic_facet | BUSINESS & ECONOMICS / Investments & Securities / General Wirtschaft Hedge funds |
| url | http://bvbr.bib-bvb.de:8991/F?func=service&doc_library=BVB01&local_base=BVB01&doc_number=027376245&sequence=000002&line_number=0001&func_code=DB_RECORDS&service_type=MEDIA |
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