Purpose–The purpose of this paper is to explore how hedge fund database biases
developed during the 2007‐2009 financial crisis. Design/methodology/approach–The …

Co-authored by two respected authorities on hedge funds and asset management, this
implementation-oriented guide shows you how to employ a range of the most commonly …

This work aims to verify if brazilian Hedge Funds generate positive alphas, that is, if
managers have skill and contribute positively to the return of their funds during the period …

Use powerful C++ algorithms and Object Oriented Programming (OOP) to aid in hedge fund
decision making Low interest rates, overcrowded markets and greater regulatory oversight …

Over the last decade, public pension systems have shifted away from equities and fixed
income in favor of alternative investments. We construct panel data of legislative changes …

The authors have used an interest rate stochastic movement model, or the Ho-Lee model, to
evaluate interest contingent claims. Once the interest rate binomial process can be specified …

This study investigates the differences in mortality between systematic and discretionary
Commodity Trading Advisors, CTAs, over 1994-2009 period, the longest horizon than any …

A process-driven approach to investment management that lets you achieve the same high
gains as the most successful portfolio managers, but at half the cost What do you pay for …

The desire to replicate hedge fund returns is a natural response to the industry's rapid
growth from the early 2000s and its emergence as a $2 trillion “asset class.” After all, if the …

This thesis studies the performance, performance persistence, survival and flow of
Commodity Trading Advisors, also known as CTAs or Managed Futures Funds. One of the …