Chapter 17

Reward-to-Risk Ratios of Funds of Hedge Funds

Yigit Atilgan, Turan G. Bali and K. Ozgur Demirtas∗∗, Assistant Professor of Finance, Sabanci Universitesi, imagestanbul, Turkey, Robert S. Parker Chair Professor of Business Administration, Georgetown University, Washington, DC, USA., ∗∗Professor of Finance, Sabanci Universitesi, imagestanbul, Turkey

Chapter Outline

17.1. Introduction

17.2. Methodology

17.3. Data and Descriptive Statistics

17.4. Empirical Results



17.1 Introduction

Investors base their portfolio asset allocation ...

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