The recent trend of hedge fund strategies


    • Watanabe, Yasuaki


The recent trend of hedge fund strategies

Yasuaki Watanabe, editor

(Financial institutions and services)

Nova Science, c2011

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Includes bibliographical references and index



Hedge funds were used to "hedge" or protect against loss due to market uncertainties. The business of hedge funds began to bear fruits in the mid-1960s. Although they encountered some troubles with treacherous markets in the late 1960s and early 1970s, the business of hedge funds again enjoyed real growth and development in the 1980s. Recently, hedge funds encompass almost every financial product and tangible asset and follow both conservative and aggressive investing approaches. This book presents the recent trend of hedge fund strategies from various points of views.


  • Preface
  • Fund of Hedge Funds Portfolio Selection: A Robust Non-parametric Multi-moment Approach
  • Hedge Fund Replication
  • Hedge Fund Style Analysis with the Gap Statistic
  • Style Analysis for Hedge Funds: The Estimation for the Ability of Generating Alpha of Fund of Hedge Funds by Application of Markov-Switching Model
  • Hedge Funds: Attrition, Biases & the Survivor Premium
  • Style Analyses of Desirable Hedge Fund Strategies for Actual Investors
  • The 2008-2009 Financial Crisis: Risk Model Transparency & Incentives
  • Index.

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