A primer on hedge funds
Publication
, Journal Article
Fung, W; Hsieh, DA
Published in: Journal of Empirical Finance
January 1, 1999
In this paper, we provide a rationale for how hedge funds are organized and some insight on how hedge fund performance differs from traditional mutual funds. Statistical differences among hedge fund styles are used to supplement qualitative differences in the way hedge fund strategies are described. Risk factors associated with different trading styles are discussed. We give examples where standard linear statistical techniques are unlikely to capture the risk of hedge fund investments where the returns are primarily driven by non-linear dynamic strategies.
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Published In
Journal of Empirical Finance
DOI
ISSN
0927-5398
Publication Date
January 1, 1999
Volume
6
Issue
3
Start / End Page
309 / 331
Related Subject Headings
- Finance
- 3801 Applied economics
- 3502 Banking, finance and investment
- 1502 Banking, Finance and Investment
- 1403 Econometrics
- 1402 Applied Economics
Citation
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Fung, W., & Hsieh, D. A. (1999). A primer on hedge funds. Journal of Empirical Finance, 6(3), 309–331. https://doi.org/10.1016/S0927-5398(99)00006-7
Fung, W., and D. A. Hsieh. “A primer on hedge funds.” Journal of Empirical Finance 6, no. 3 (January 1, 1999): 309–31. https://doi.org/10.1016/S0927-5398(99)00006-7.
Fung W, Hsieh DA. A primer on hedge funds. Journal of Empirical Finance. 1999 Jan 1;6(3):309–31.
Fung, W., and D. A. Hsieh. “A primer on hedge funds.” Journal of Empirical Finance, vol. 6, no. 3, Jan. 1999, pp. 309–31. Scopus, doi:10.1016/S0927-5398(99)00006-7.
Fung W, Hsieh DA. A primer on hedge funds. Journal of Empirical Finance. 1999 Jan 1;6(3):309–331.
Published In
Journal of Empirical Finance
DOI
ISSN
0927-5398
Publication Date
January 1, 1999
Volume
6
Issue
3
Start / End Page
309 / 331
Related Subject Headings
- Finance
- 3801 Applied economics
- 3502 Banking, finance and investment
- 1502 Banking, Finance and Investment
- 1403 Econometrics
- 1402 Applied Economics