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Introduction to Hedge Funds

Douglas Cumming, Na Dai, and Sofia A. Johan

in Hedge Fund Structure, Regulation, and Performance around the World

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199862566
eISBN:
9780199332762
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199862566.003.0001
Subject:
Economics and Finance, Financial Economics

Chapter 1 explains what hedge funds do, and differentiates hedge funds from other asset classes such as venture capital, private equity, and mutual funds. This chapter also provides some descriptive ... More


Hedge Fund Forum Shopping

Douglas Cumming, Na Dai, and Sofia A. Johan

in Hedge Fund Structure, Regulation, and Performance around the World

Published in print:
2013
Published Online:
May 2013
ISBN:
9780199862566
eISBN:
9780199332762
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/acprof:oso/9780199862566.003.0005
Subject:
Economics and Finance, Financial Economics

By analyzing data from 1845 funds registered in twenty-four countries, evidence of forum shopping in a “race to the bottom” due to international differences in hedge fund regulation and fund ... More


Hedge Fund Tail Risk

Tobias Adrian, Markus K. Brunnermeier, and Hoai-Luu Q. Nguyen

in Quantifying Systemic Risk

Published in print:
2013
Published Online:
September 2013
ISBN:
9780226319285
eISBN:
9780226921969
Item type:
chapter
Publisher:
University of Chicago Press
DOI:
10.7208/chicago/9780226921969.003.0006
Subject:
Economics and Finance, Econometrics

This chapter uses quantile regressions to examine the interdependencies between different hedge fund styles in times of crisis. It shows that tail sensitivities between different strategies are ... More


Directional Equity Strategies of Hedge Funds

Oreste Auleta and Filippo Stefanini

in Hedge Funds: Structure, Strategies, and Performance

Published in print:
2017
Published Online:
August 2017
ISBN:
9780190607371
eISBN:
9780190607401
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190607371.003.0011
Subject:
Economics and Finance, Financial Economics

This chapter discusses three directional hedge fund strategies: long/short equity, short only, and equity market neutral. These strategies rely on different types of positions that are enumerated and ... More


Hedge Funds: Structure, Strategies, and Performance

H. Kent Baker and Greg Filbeck (eds)

Published in print:
2017
Published Online:
August 2017
ISBN:
9780190607371
eISBN:
9780190607401
Item type:
book
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190607371.001.0001
Subject:
Economics and Finance, Financial Economics

This book provides an objective look into the complicated and rapidly changing world of hedge funds. The book does not attempt to promote hedge funds as an asset class but instead provides a ... More


Activist Hedge Funds

Tony Calenda, Christopher Milliken, and Andrew C. Spieler

in Hedge Funds: Structure, Strategies, and Performance

Published in print:
2017
Published Online:
August 2017
ISBN:
9780190607371
eISBN:
9780190607401
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780190607371.003.0007
Subject:
Economics and Finance, Financial Economics

Activist hedge funds (AHFs), a relatively new alternative investment strategy, have had a large and growing impact on investing and on how public companies are managed. Although activist investing ... More


Boom and Bust Driven by Value-at-Risk

Hyun Song Shin

in Risk and Liquidity

Published in print:
2019
Published Online:
October 2019
ISBN:
9780198847069
eISBN:
9780191884313
Item type:
chapter
Publisher:
Oxford University Press
DOI:
10.1093/oso/9780198847069.003.0003
Subject:
Economics and Finance, Financial Economics

An example of a hedge fund illustrates a long-short strategy that maximises expected returns subject to a Value-at-Risk strategy. Balance sheet capacity depends on the measured volatility of asset ... More


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