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The Center for International Securities and Derivatives Markets (CISDM) seeks to enhance the understanding of the field of alternative investments through research, education, and networking opportunities for our member donors, industry professionals and academics.

 

CISDM Research 2004

Title

Author

Date

Sifting Through the Wreckage: Lessons from Recent Hedge-Fund Liquidations

Mila Getmansky, Andrew W. Lo, and Shauna X. Mei

November 2004

Fees on Fees in Funds of Funds

Bing Liang, Stephen Brown, and William Goetzmann

June 2004

What Drives Hedge Fund Returns? Models of Flows, Autocorrelation, Optimal Size, Limits to Arbitrage and Fund Failures

Mila Getmansky

May 2004

Do Hedge Funds Have Enough Capital? A Value-at-Risk Approach

Bing Liang and Anurag Gupta

April 2004

The Dynamics of Global Financial Crises

Kevin Amonlirdviman, Mila Getmansky, Rishi Kumar and Andrew W. Lo

February 2004

Capital Structure Arbitrage: An Empirical Investigation using Stocks and High Yield Bonds

Manolis Chatiras, Barsendu Mukherjee

February 2004

CISDM Hedge Fund/CTA Database

Hedge Fund/CTA Indices

CAIA
The Chartered Alternative Investment Analyst Program

The Journal of Alternative Investments
The Journal of Alternative Investments