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Performance and Style Analysis
Hedge Fund Performance
The purpose of this specialized section is to highlight some specific characteristics of hedge funds and their implications in terms of performance measurement. The issue of performance measurement in the hedge fund industry is a source of abundant and controversial literature. The explanation for this complexity lies in the particular features of alternative funds. Hedge funds invest in a heterogeneous range of financial assets and cover a wide range of strategies which have different risk and return profiles. Even though the current studies on hedge fund performance appear to be confusing, due to conflicting conclusions and criticism of the methods employed in previous papers, they contribute to an improvement in the knowledge of alternative funds, and leading approaches are confirmed. This section reports the most recent innovative contributions.
BACKGROUND
Summarises the state of the art of literature on this topic.
REVIEW OF CURRENT RESEARCH
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
Walter Géhin is currently working at Atos Euronext Market Solutions Systems as a business analyst and is a Research Associate with EDHEC-Risk. He has a master's degree in banking and finance and an advanced graduate diploma in financial engineering. Walter is in charge of this specialised research section.