The hedge-fund industry has grown rapidly over the past two decades, offering investors
unique investment opportunities that often reflect more complex risk exposures than those of …

Hedge funds are often cited as attractive investments because of their diversification benefits
and distinctive risk profiles-in contrast to traditional investments such as stocks and bonds …

The hedge fund industry has grown dramatically over the last two decades, with more than
eight thousand funds now controlling close to two trillion dollars. Originally intended for the …

On September 30, 2008, Natixis Global Asset Management launched the ASG Global
Alternatives Fund (GAFYX), a mutual fund that implements a hedge fund beta replication …

This paper looks at the nature of alpha and the rise of hedge fund betas–as well as the
implications for investors. In Part I, we argue that alpha should not be thought of as the return …

This article finds the risk factors which are affecting the high, medium and low returns of
different hedge fund strategies in both bear and bull equity markets. We are modeling the …

Hedge fund managers and deceit: is the accusation of performance manipulation valid? |
Emerald Insight Books and journals Case studies Expert Briefings Open Access Publish with us …

In response to the current financial crisis, a number of hedge funds have implemented
“gates” on their funds that restrict withdrawals when the sum of redemption requests …

Is Alpha Just Beta_v5.indd Page 1 AQR Capital Management, LLC FOR INVESTMENT
PROFESSIONAL USE ONLY 1 Is Alpha Just Beta Waiting To Be Discovered? Brian Crowell …

Growth in the Hedge Fund industry mirrors the growth in the Mutual Fund industry. This
raises the possibility of creating a passive strategy that replicates Hedge Fund returns at …