Hedge Fund Investing: A Practical Approach to Understanding Investor Motivation, Manager Profits, and Fund Performance
by Kevin R. Mirabile
References and Additional Reading
Agarwal, V. and Kale, J. R. “ On the Relative Performance of Multi-Strategy and Funds of Hedge Funds.” Journal of Investment Management 5, no. 3, (Third Quarter 2007). Available at SSRN: http://ssrn.com/abtract=984660.
Alexander, C., and A. Dimitriu. “Rank Alpha Funds of Hedge Funds.” The Journal of Alternative Investments 8.2 (2005), Vol. 9, No. 2, pp. 1–14.
Ammann, M., and P. Moerth. “Performance of Funds of Hedge Funds.” The Journal of Wealth Management 11.1 (2008), Vol. 11, No. 1, pp. 46–63.
Amo, A.-V., H. Harasty, and P. Hillion. “Diversification Benefits of Funds of Hedge Funds: Identifying the Optimal Number of Hedge Funds.” The Journal of Alternative Investments 10.2 (2007), Vol. 11, No. 2, pp. 10–21.
Amvella, Serge Patrick. “Optimal Portfolio Allocation using Funds of Hedge Funds.” The Journal of Wealth Management 9.2 (2006), Vol. 9, No. 2, pp. 85–95.
Brown, S. J., W. N. Goetzmann, and B. Liang. “Fees on Fees in Funds of Funds.” Yale ICF Working Paper No. 02-33, June 14, 2004. Available at SSRN: http://ssrn.com/abstract=335581 or doi: 10.2139/ssrn.335581.
Citadel Group company website. Citadel Asset Management, www.citadelgroup.com/asset-management/investment-strategies.php.
Davies, R. J., H. M. Kat, and S. Lu. “Fund of Hedge Funds Portfolio Selection: A Multiple-Objective Approach.” Journal of Derivatives & Hedge Funds 15.2 (2009): 91–115.
Financial Risk Management. FRM company website, http://www.frmhedge.com.
Fuss, R., D. G. Kaiser, ...
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