O'Reilly logo

Reconsidering Funds of Hedge Funds by Greg N. Gregoriou

Stay ahead with the world's most comprehensive technology and business learning platform.

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, tutorials, and more.

Start Free Trial

No credit card required

Chapter 8

The Return Potential of UCITS Funds of Hedge Funds

An Analysis of their Investment Universe

Florian Haberfelner, Iliya Kutsarov, Thomas Maier and Marcus Storr, Senior Investment Manager, Feri Trust GmbH Haus am Park, Bad Homburg, Germany, Head of Hedge Funds, Feri Trust GmbH Haus am Park, Bad Homburg, Germany

Chapter Outline

8.1. Introduction

8.2. Descriptive Comparison of the UCITS versus the Offshore Hedge Fund Universe

8.2.1. Number of Funds Over Time

8.2.2. Comparison Strategy

8.2.3. UCITS AUM Over Time

8.2.4. Fee Structures

8.3. Performance Comparison of Simulated UCITS FoHFs versus Offshore FoHFs Portfolios

8.3.1. Methodology: Construction of Randomly Simulated FoHFs Portfolios

8.3.2. Returns, Risk, and Diversification Characteristics ...

With Safari, you learn the way you learn best. Get unlimited access to videos, live online training, learning paths, books, interactive tutorials, and more.

Start Free Trial

No credit card required