Reconsidering funds of Hedge Funds : the financial crisis and best practices in UCITS, tail risk, performance, and due diligence /
Gregoriou, Greg N.,1956-editor.
This collection of research by academics and professionals presents the first comprehensive views of UCITs as well as recent trends in due diligence, risk management, and hedge fund deaths and survivors. Original papers by 22 academics and 16 hedge fund professionals include two sections on performance: one that looks at UCITS FoHF and one that deals with traditional FoHF performance. Asian and European regulatory themes are discussed, as are issues in allocation and tail risk. Most papers examine aspects of the 2008-12 financial crisis, and almost every paper addresses fund of hedge funds' management process before, during, and after the crisis. How will the funds of hedge funds business have to change in order to survive? This new research provides clues. It covers recent advances in risk management, due diligence, tail risk, and allocation. It presents an in-depth analysis of UCITs. It balances academic and professional viewpoints.
Includes bibliographical references and index.
This collection of research by academics and professionals presents the first comprehensive views of UCITs as well as recent trends in due diligence, risk management, and hedge fund deaths and survivors. Original papers by 22 academics and 16 hedge fund professionals include two sections on performance: one that looks at UCITS FoHF and one that deals with traditional FoHF performance. Asian and European regulatory themes are discussed, as are issues in allocation and tail risk. Most papers examine aspects of the 2008-12 financial crisis, and almost every paper addresses fund of hedge funds' management process before, during, and after the crisis. How will the funds of hedge funds business have to change in order to survive? This new research provides clues. It covers recent advances in risk management, due diligence, tail risk, and allocation. It presents an in-depth analysis of UCITs. It balances academic and professional viewpoints.
Hedge funds.
Hedge funds
Banks and banking.
Derivative securities.