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Books on the topic 'Hedge funds – Evaluation'

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Published: 4 June 2021

Last updated: 29 January 2023

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1

Strachman, Daniel A. The long and short of hedge funds: A complete guide to hedge fund evaluation and investing. Hoboken, N.J: John Wiley & Sons, 2009.

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2

Jagannathan, Ravi. Do hot hands persist among hedge fund managers?: An empirical evaluation. Cambridge, Mass: National Bureau of Economic Research, 2006.

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3

Yann, Schorderet, ed. Market risk management for hedge funds: Foundations of the style and implicit value-at-risk. John Wiley & Sons: Chichester, West Sussex, England ; Hoboken, NJ, 2008.

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4

Einhorn, David. Fooling some of the people all of the time: A long short (and now complete) story. Hoboken, NJ: Wiley, 2011.

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5

Tran, Vinh Quang. Evaluating Hedge Fund Performance. New York: John Wiley & Sons, Ltd., 2006.

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6

Tran, Vinh Q., ed. Evaluating Hedge Fund Performance. Hoboken, NJ, USA: John Wiley & Sons, Inc., 2012. http://dx.doi.org/10.1002/9781119201182.

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7

Evaluating hedge fund performance. Hoboken, N.J: Wiley, 2006.

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8

Travers, Frank J. Hedge fund analysis: An in-depth guide to evaluating return potential and assessing risks. Hoboken, N.J: Wiley, 2012.

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9

1956-, Gregoriou Greg N., Rouah Fabrice 1964-, and Sedzro Komlan 1964-, eds. Performance evaluation of hedge funds. Washington, D.C: Beard Books, 2003.

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10

Strachman, Daniel A. Long and Short of Hedge Funds: A Complete Guide to Hedge Fund Evaluation and Investing. Wiley & Sons, Incorporated, John, 2009.

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11

Strachman, Daniel A. Long and Short of Hedge Funds: A Complete Guide to Hedge Fund Evaluation and Investing. Wiley & Sons, Incorporated, John, 2008.

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12

Strachman, Daniel A. Long and Short of Hedge Funds: A Complete Guide to Hedge Fund Evaluation and Investing. Wiley & Sons, Incorporated, John, 2008.

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13

Strachman, Daniel A. Long and Short of Hedge Funds: A Complete Guide to Hedge Fund Evaluation and Investing. Wiley & Sons, Incorporated, John, 2009.

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14

1956-, Gregoriou Greg N., ed. Funds of hedge funds: Performance, assessment, diversification, and statistical properties. Amsterdam: Butterworth/Heinemann/Elsevier, 2006.

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15

C, Peters Carl, and Warwick Ben, eds. The handbook of managed futures: Performance, evaluation & analysis. Chicago: Irwin Professional Pub., 1997.

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16

The Handbook of Managed Futures and Hedge Funds: Performance, Evaluation, and Analysis. 2nd ed. McGraw-Hill, 1996.

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17

Gregoriou, Greg N., and Joe Zhu. Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach. Wiley & Sons, Incorporated, John, 2007.

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18

Evaluating Hedge Fund and CTA Performance: Data Envelopment Analysis Approach + CD-ROM. Wiley, 2005.

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19

Smith, David M. Evaluating Hedge Fund Performance. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0023.

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A diverse set of measures allow investors to evaluate hedge fund portfolio managers’ performance across different dimensions. The various measures quantify the effectiveness of security selection; account for investor flows, operating risk, and worst-case investment scenarios; net out benchmark and peer-fund performance; and control for risk factors that are unique to hedge fund investment strategies. Hedge fund return information in published databases is usually self-reported, which is a conflict of interest that produces several reporting biases and inflated published average returns. After adjusting for these biases, hedge fund average returns trail equity market returns and in fact almost exactly equal U.S. Treasury bill average returns between January 1994 and March 2016. Yet, after risk adjustment, the hedge fund performance picture brightens. In the aggregate, hedge funds have higher Sharpe ratios and multifactor alphas, and lower maximum drawdown levels than equity market benchmarks.

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20

Scharfman, Jason. Hedge Fund Due Diligence. Oxford University Press, 2017. http://dx.doi.org/10.1093/oso/9780190607371.003.0019.

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This chapter provides an overview of hedge fund due diligence challenges facing investors with a specific focus on the operational due diligence process. Operational due diligence is the process of evaluating the operational risks in place at a hedge fund. In recent years, due to a series of hedge fund failures and frauds, operational risks have become increasingly important. Risk mitigation techniques include information technology infrastructure; evaluations by the board of directors; business continuity planning; hedge fund service provider assessment, valuation, and fund operations; and back-office procedures. Another component of the operational due diligence process involves performing background investigations on key personnel. By seeking to evaluate these types of operational risk, investors can better diagnose and avoid losses from these hedge fund operational failures and outright fraud.

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21

Tran, V. Q., and Vinh Q. Tran. Evaluating Hedge Fund Performance. Wiley & Sons, Incorporated, John, 2007.

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22

Schneeweis, Thomas, and Vinh Q. Tran. Evaluating Hedge Fund Performance. Wiley & Sons, Incorporated, John, 2008.

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23

Schneeweis, Thomas, and Vinh Q. Tran. Evaluating Hedge Fund Performance. Wiley & Sons, Limited, John, 2015.

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24

Gregoriou, Greg N., and Joe Zhu. Evaluating Hedge Fund and CTA Performance. Wiley & Sons, Incorporated, John, 2005.

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25

Scharfman, Jason. Hedge Fund Governance: Evaluating Oversight, Independence, and Conflicts. Elsevier Science & Technology Books, 2014.

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26

Scharfman, Jason. Hedge Fund Governance: Evaluating Oversight, Independence, and Conflicts. Elsevier Science & Technology Books, 2014.

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27

Evaluating Hedge Fund and CTA Performance. New York: John Wiley & Sons, Ltd., 2005.

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28

Lake, Ron. Evaluating and Implementing Hedge Fund Strategies. Euromoney Publications, 1996.

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29

Lake, Ronald A. Evaluating and Implementing Hedge Fund Strategies: The Experience of Managers and Investors, Third Edition. 3rd ed. Euromoney Institutional Investor, 2003.

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30

Travers, Frank J. Hedge Fund Analysis: An in-Depth Guide to Evaluating Return Potential and Assessing Risks. Wiley & Sons, Incorporated, John, 2015.

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31

Travers, Frank J. Hedge Fund Analysis: An in-Depth Guide to Evaluating Return Potential and Assessing Risks. Wiley & Sons, Incorporated, John, 2012.

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32

Travers, Frank J. Hedge Fund Analysis: An in-Depth Guide to Evaluating Return Potential and Assessing Risks. Wiley & Sons, Incorporated, John, 2012.

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33

Travers, Frank J. Hedge Fund Analysis: An in-Depth Guide to Evaluating Return Potential and Assessing Risks. Wiley & Sons, Limited, John, 2015.

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34

Evaluating and implementing hedge fund strategies: The experience of managers and investors. (London): Euromoney, 1996.

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35

A, Lake Ronald, ed. Evaluating and implementing hedge fund strategies: The experience of managers and investors. 2nd ed. London: Euromoney, 1999.

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36

Lake, Ronald A. Evaluating and Implementing Hedge Fund Strategies: The Experiance of Managers and Investors, Third Edition. 3rd ed. Euromoney Institutional Investor PLC, 2004.

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37

Rock, Edward. Institutional Investors in Corporate Governance. Edited by Jeffrey N. Gordon and Wolf-Georg Ringe. Oxford University Press, 2015. http://dx.doi.org/10.1093/oxfordhb/9780198743682.013.23.

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This chapter examines the role of institutional investors in corporate governance and whether regulation is likely to encourage them to become active stewards. It considers the lessons that can be learned from the US experience for the EU’s 2014 proposed amendments to the Shareholder Rights Directive. After reviewing how institutional investors fit within the historical evolution of finance, the chapter documents the growth in institutions equity holdings over time. It explains how institutional investors are governed and organize share voting before turning to two competing hypotheses to account for the relative passivity of institutional investors: the excessive regulation and the inadequate incentives hypotheses. In evaluating these hypotheses, it reviews the results of the SEC’s attempt to incentivize mutual funds to vote their shares. The chapter concludes by highlighting the role of hedge funds in catalyzing institutional shareholders, along with some of the risks associated with such highly incentivized actors.

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