A Guide to Measuring Risk and Return Characteristics
by
Turan Bali, Yigit Atilgan, Ozgur Demirtas
Language: English
Release Date: June 29, 2013
This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor...