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Reconsidering Funds of Hedge Funds by Greg N. Gregoriou

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Chapter 9

How Geography, Flows, and Size Affect the Risk-Adjusted Performance of UCITS III Funds of Hedge Funds

Greg N. Gregoriou, Dieter Kaiser and Razvan Pascalau, SUNY Plattsburgh, School of Business and Economics, Plattsburgh, NY, USA, Managing Director, Robus Capital Management Limited, Bad Homburg, Germany

Chapter Outline

9.1. Introduction

9.2. Literature Review

9.3. Data

9.4. Performance of and Flows into UCITS FoHFs

9.5. Risk Analysis

Conclusion

Acknowledgments

References

9.1 Introduction

The ‘Undertaking in Collective Investment in Transferable Securities’ (UCITS) Directives were originally created in 1985 and over the years have expanded to include broader concepts, such as alternative investment techniques in 2001. Traditionally, ...

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