" An excellent and comprehensive source of information on hedge funds! From a quantitative
view Lhabitant has done it once again by meticulously looking at the important topics in the …

A comprehensive guide to the burgeoning hedge fund industry Intended as a
comprehensive reference for investors and fund and portfolio managers, Handbook of …

The impact of survivor bias on empirical studies of investment performance and investment
benchmark creation has received considerable attention. For instance, for equity mutual …

The goal of this paper is to equip the investor with the tools and understanding necessary to
evaluate managed currencies' investments in a meaningful way. It is shown that managed …

Performance track records contain valuable information, as long as investors correct for the
biases inherent in using surviving funds. This paper analyzes the effect of survivorship in …

One-stop-guide to the hedge fund industry, investment and trading strategies adopted by
hedge funds and the industry's regulation. For anyone with an interest in investing or …

The purpose of this book is to present the principles of alternative investments in
management. The individual chapters provide a detailed analysis of various classes of …

Data envelopment analysis (DEA) is applied, and basic and cross-efficiency models are
used to evaluate the performance of CTA classifications. With the ever-increasing number of …

Authoritative, up-to-date research and analysis that provides a dramatic new understanding
of the rewards-and risks-of investing in CTAs Commodity Trading Advisors (CTAs) are an …

The past decade has witnessed a dramatic increase in the use of public commodity funds as
stand-alone investments or as additions to traditional stock and bond portfolios. Research …