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Recent Research
Title |
Author |
Date |
Download |
|---|---|---|---|
Factor Exposures and Hedge Fund Operational Risk: The Case of Amaranth |
Raj Gupta and Hossein Kazemi |
August 2007 |
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Abnormal Return Patterns and Hedge Fund Failures Journal of Risk Management for Financial Institutions (forthcoming) |
Raj Gupta and Hossein Kazemi |
July 2007 |
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CTA/Managed Futures Strategy Benchmarks Performance and Review |
Thomas Schneeweis and Jason Remillard |
March 2007 |
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Early Reporting Effects on MSCI Hedge Fund Index Returns |
Thomas Schneeweis and Jason Remillard |
March 2007 |
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Comparison of RBC 250 Hedge Index using Investible and Non-Investable Hedge Fund Indices |
Thomas Schneeweis and Jason Remillard |
March 2007 |
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Investment Internal Impact of Hedge Fund Index Risk Estimation |
Thomas Schneeweis |
March 2007 |
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Sources of Return in Managed Futures |
Richard Spurgin, Clark University and CISDM |
July 2005 |
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Capital Structure Arbitrage: An Empirical Investigation using Stocks and High Yield Bonds |
Manolis Chatiras, Barsendu Mukherjee |
February 2004 |
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The Interdependence of Managed Futures Risk Measures |
Bashwar Gupta, Manolis Chatiras |
October 2003 |
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On the Performance of Alternative Investments: CTAs, Hedge Funds, and Funds-of-Funds |
Bing Liang |
November 2003 |
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Risk Analysis and Capital Adequacy of Hedge Funds |
Anurag Gupta, Bing Liang |
October 2003 |
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Omega as Performance Measurement |
Hossein Kazemi, Thomas Schneeweis, Raj Gupta |
June 2003 |
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The Performance of Mutual Funds: Academic Evidence |
Hossein Kazemi, Thomas Schneeweis, Dulari Pancholi |
May 2003 |
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Hedging Mutual Fund Returns Using Futures Markets and ETFs |
Dulari Pancholi, Thomas Kunkel |
May 2003 |
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Hedge Fund Strategy Performance: Using Conditional Approaches |
Bhaswar Gupta, Burak Cerrahoglu and Alper Daglioglu |
April 2003 |
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Conditional Performance of Hedge Funds |
Hossein Kazemi, Thomas Schneeweis |
March 2003 |
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Generalized Sharpe Ratio: A Defense Against Sharpened Sharpe Ratios |
Hossein Kazemi, Mahnaz Mahdavi, Thomas Schneeweis |
June 2003 |
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Fees on Fees in Funds of Funds |
Stephen J. Brown, William N. Goetzmann, Bing Liang |
October 2002 |
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Correlated Default Risk |
Sanjiv R. Das, Laurence Freed, Gary Geng, Nikunj Kapadia |
August 2002 |
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Alternative Investments in the Institutional Portfolio |
T. Schneeweis, V. Karavas, G. Georgiev |
March 2002 |
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Hedge Fund/CTA Database
