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Evaluating Hedge Fund Performance
book

Evaluating Hedge Fund Performance

by VINH Q. TRAN
February 2006
Intermediate to advanced
302 pages
8h 52m
English
Wiley
Content preview from Evaluating Hedge Fund Performance

Notes

INTRODUCTION

1. Business Week, September 17, 2001.

2. Wall Street Journal, October 7, 2002, p. C1.

3. Financial Times, July 13, 2004, p. 13.

4. As quoted in www.albournevillage.com, June 14, 2004.

CHAPTER 1 The Market Goes Up Forever?

1. Jeremy J. Siegel, Stocks for the Long Run: The Definitive Guide to Financial Market Returns and Long-Term Investment Strategies, 3rd ed. (New York: McGraw-Hill, 2002), pp. 3–5.

2. Ibid., p. 3.

3. Ibid., p. 4.

4. Ibid.

5. James K. Glassman and Kevin A. Hassett, Dow 36,000: The New Strategy for Profiting from the Coming Rise in the Stock Market (New York: Times Books, 1999).

6. Mark Bruno, “Foundations, Endowments Adopt Absolute Outlook,” Altnews, October 23, 2003.

7. See, for example, Robert D. Arnott, “Editor's Corner: Sustainable Spending in a Lower-Return World,” Financial Analysts Journal, September/October 2004, pp. 6–9. Also, Robert D. Arnott and Peter L. Bernstein, “What Risk Premium Is ‘Normal’?” Financial Analysts Journal, March/April 2002, pp. 64–85, and Ira Carnahan, “Money & Investing: Should You Still Be a Bull,” Forbes.com, April 19, 2004 (www.jeremysiegel.com/view_article.asp?p=330).

8. Greg Jensen and Jason Rotenberg, “Bubbling Again?,” Bridgewater Associates, Bridgewater Daily Observations, July 15, 2003.

9. Dick Ramsden, in “Insights into the Yale Formula for Endowment Spending,” (Commonfund News, September 5, 2003), explained the average approach used at Yale University as follows: “Institution has an approximately $100 ...

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