February 2006
Intermediate to advanced
302 pages
8h 52m
English
Content preview from Evaluating Hedge Fund PerformanceBecome an O’Reilly member and get unlimited access to this title plus top books and audiobooks from O’Reilly and nearly 200 top publishers, thousands of courses curated by job role, 150+ live events each month,
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Index
Absolute return strategies, 51, 169–172
Accounting practices, 143–145, 209
Accredited investor, defined, 245–246
Age of fund, evaluation and, 125–127, 153, 202–204
Aggregate Hedge Fund index, equity risk exposure, 115
Alpha generation strategy, in fund evaluation, 132–140
consistency of performance and, 132–133, 134
funds of funds and, 62, 224–226
Amenc, Noel, 126, 129, 135–136
Amin, Gaurav S., 37, 94, 155, 156, 157, 158–159
Anderson, Richard E., 9–11, 15
Ashbury Capital Partners, 198
Asset allocation, 150–151, 153–157
Audited financial statements, due diligence and, 144–145, 209
Barclay/GHS Hedge Fund Index, 90
Barclay/Global Fund of Funds index, 103
Barclay/Global Hedge Source, 219
Barclay/Global Macro index, 103
Barclay Long-Biased Equity index, 103
Barry, John, 199
Beacon Hill Asset Management, 104, 160, 198–200
Bear markets, fund performance in, 64–65
Benchmarks, for performance evaluation, 50, 189–190
Beta, see Alpha and beta; Alpha generation strategy
Bied, S. El, 132
Bonds, return of versus equity returns, 14–16, 19–20
Bridgewater Associates, 105, 141
Brorsen, B. Wade, 128
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