Funds of Hedge Funds versus Do-It-Yourself Funds of UCITS
Samuel Sender, EDHEC-Risk Institute, Nice, France
Chapter Outline
10.1. Introduction
10.2. Issues with Hedge Fund Investing – The Case of FoHFs
10.3. Testing for Non-Linearities in Hedge Fund Returns – A New _Approach
10.4. UCITS-Compliant Hedge Funds as a Fit for FoHFs Construction
10.5. Regulatory Risks Around UCITS Hedge Funds
Conclusion
Acknowledgments
References
10.1 Introduction
There are at least three possible reasons to invest in hedge funds: accessing outperformance, alternative risk factors (alternative betas), or risk management. As investing in hedge funds is truly complex, requiring costly supervision, due diligence, and manager selection, traditionally most investors ...
Get Reconsidering Funds of Hedge Funds now with the O’Reilly learning platform.
O’Reilly members experience books, live events, courses curated by job role, and more from O’Reilly and nearly 200 top publishers.
