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Hedge Fund Indices Literature
The purpose of this specialized section is to highlight some specific characteristics of hedge fund indices.
Summarises the state of the art of literature on this topic.
An overview of external research papers that have recently been released on this topic. Both a review by the editor and a link to the full version of the paper are available.
Walter Géhin
is currently working at Atos Euronext Market Solutions as a Business Analyst and is a Research Associate with EDHEC. He has a master's degree in banking and finance and an advanced graduate diploma in financial engineering.
 
EDHEC Indexes
 
 

EDHEC Alternative Indexes: May 2009
Conv. Arb. 5.78%
CTA Global 2.13%
Dist. Sec. 5.04%
Emg. Mkts 8.84%
Eq. Mkt Neut. 1.46%
Event Driven 4.42%
Fix. Inc. Arb. 3.65%
Global Macro 3.48%
L/S Equity 5.16%
Merger Arb. 1.07%
Rel. Value 3.92%
Short Selling 0.08%
FoF 3.12%





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