|
|
|
|
|
Hedge Fund Research Initiative The Yale ICF hedge fund research initiative is a program to actively investigate hedge funds as an asset class and the range of issues related to their management. The current research agenda includes: Performance: risk, returns, styles, timing metrics and survival. Participating scholars at Yale include:
Participating scholars from other institutions include:
Participating researchers from practice include:
Publications and Working Papers on Hedge Funds by ICF Program Participants. (Links to abstracts and download or purchase sites) Hedge
Funds With Style Conditions
for Survival: Changing Risk and the Performance of Hedge Fund Managers and
CTAs Hedge
Funds and the Asian Currency Crisis of 1997 High-Water
Marks and Hedge Fund Management Contracts Sharpening
Sharpe Ratios Offshore
Hedge Funds: Survival & Performance 1989-1995 Day
Trading International Mutual Funds: Evidence And Policy Solutions Monthly
Measurement of Daily Timers Pairs
Trading: Performance of a Relative Value Arbitrage Rule Illiquid
Alternative Asset Fund Modeling Improving
disclosure Pioneering
Portfolio Management: An Unconventional Approach to Institutional Investment
In
Defense of Free Capital Markets: The Case against a New International Financial
Architecture Options
on Foreign Exchange
Related Links of Interest
| ||||||||||
 |
|||||||||||||
| Yale University | Yale SOM | Yale MBA | ICF | Ph.D. | Comments & Questions Please Contact Webmaster |
