IFSL research Hedge funds 2010

... Chapters 4, 5, and summarize the issues and findings of the research to date on closed-end funds, exchange-traded funds, and hedge funds Keywords Open-end funds (mutual funds) Á Closed-end funds (CEFs) ... Thus, the equity S.C Anderson et al., Closed-End Funds, Exchange-Traded Funds, and Hedge Funds, Innovations in Financial Markets and Institut...

Ngày tải lên: 01/11/2014, 21:00

... cho phép nhà đầu tư “hạng trung” đầu tư trực tiếp vào Hedge Fund Ví dụ, mức đầu tư tối thiểu vào Hedge Fund theo quy định Pháp 10.000 Euro nhà đầu tư có mức tài sản đầu tư tài tối thiểu (mức ròng) ... thành viên quỹ Họ đầu tư tài sản cá nhân vào quỹ Phần vốn đầu tư vào quỹ nhà quản lý ước tính chiếm 42% tài sản quỹ Việc nhà quản lý đầu tư vào Hedge...

Ngày tải lên: 19/10/2013, 10:15

... cho phép nhà đầu tư “hạng trung” đầu tư trực tiếp vào Hedge Fund Ví dụ, mức đầu tư tối thiểu vào Hedge Fund theo quy định Pháp 10.000 Euro nhà đầu tư có mức tài sản đầu tư tài tối thiểu (mức ròng) ... thành viên quỹ Họ đầu tư tài sản cá nhân vào quỹ Phần vốn đầu tư vào quỹ nhà quản lý ước tính chiếm 42% tài sản quỹ Việc nhà quản lý đầu tư và...

Ngày tải lên: 26/01/2014, 16:20

... inflation by taking the fee breakpoints available in 2010 and multiplying by the Consumer Price Index in December 2000 and dividing by the Consumer Price Index in December 2010 The front-end ... endowments, and other institutional investors investing for their own accounts, rather than on behalf of retail investors Stock Funds The average fees and expenses pa...

Ngày tải lên: 19/02/2014, 15:20

... insuring the portfolio against inflation risk I Institutional Investment in Hedge Funds: Evolving Investor Portfolio Construction Drives Product Convergence Chart 8: Grouping of Investment Products ... Institutional Investment in Hedge Funds: Evolving Investor Portfolio Construction Drives Product Convergence I Section I: Hedge Funds Becom...

Ngày tải lên: 07/03/2014, 13:20

... share risks (Allen and Gale, 2001) 4 Hedge Funds and Systemic Risk systemic risks posed by hedge funds. 10 Although of potential regulatory concern, the issues raised by hedge funds for investor ... 21 Attributes of Hedge Funds That Amplify and Mitigate Their Potential Contribution to Systemic Risk 28 v vi Hedge Funds and Systemic Risk CHAPTER THREE...

Ngày tải lên: 23/03/2014, 00:20

... more likely for: a Hedge funds with undiversified portfolios, b Small hedge funds We also analyze the incentives that lead hedge funds to manipulate stock prices For hedge funds, the month’s, ... monthly frequency when hedge funds report their results, we are bound by the quarterly frequency of the data Our study has two parts First, we document that stocks held by hed...

Ngày tải lên: 30/03/2014, 12:20

... Cataloging-in-Publication Data Hedges IV, James R., 1967– Hedges on hedge funds : how to successfully analyze and select an investment / James Hedges p cm Includes index ISBN 0-471-62510-8 (cloth) Hedge funds ... site at www.WileyFinance.com Hedges on Hedge Funds How to Successfully Analyze and Select an Investment JAMES R HEDGES IV Jo...

Ngày tải lên: 01/06/2014, 09:11

... Strategies 11 1 CHAPTER The Time Is Now for Equity Market Neutral 13 3 CHAPTER 10 Long-Short Strategies in the Technology Sector 14 3 CHAPTER 11 The Expansion of European Hedge Funds 15 1 CHAPTER 12 The ... full consideration of the investor’s time horizon, tax considerations, liquidity constraints, regula- 16 HEDGES ON HEDGE FUNDS TABLE 1. 4 Unique Return and Ris...

Ngày tải lên: 02/07/2014, 11:20

... investment in funds with long lock-up and redemption periods and other inflexible terms 38 HEDGES ON HEDGE FUNDS Registered Hedge Funds Finally, registered hedge funds are closed-end funds that ... fraud FIGURE 2. 2 Balance of Demands and Capabilities 26 HEDGES ON HEDGE FUNDS is the principal lesson learned from the Long Term Capital Management (LTCM) debacle of...

Ngày tải lên: 02/07/2014, 11:20

... Trading 30 % Misappropriation of Funds 41% Misrepresentation of Investments FIGURE 3. 2 Distribution of Operational Issues Contributing to Operational Risk in Hedge Funds These problems contributed ... TABLE 3. 1 Sample Cases 48 HEDGES ON HEDGE FUNDS Distribution of Fund Failures Breakdown of Fund Failures by Operational Issue Misappropriation of Funds Investment Risk Only...

Ngày tải lên: 02/07/2014, 11:20

... press 56 HEDGES ON HEDGE FUNDS Process, Systems, or Procedural Problems 30% 57% Fraud / Misrepresentation 13% Mistakes or Adjustments FIGURE 4. 1 Causes of Valuation Issues Implicated in Hedge Fund ... emerging markets Highly concentrated positions and positions that make up a large proportion of a single issue Best Practices in Hedge Fund Valuation 59 Convertible Bonds Converti...

Ngày tải lên: 02/07/2014, 11:20