Understanding Investment Funds

Insights from Performance and Risk Analysis

  • Virginie Terraza
  • Hery Razafitombo

Table of contents

  1. Front Matter
    Pages i-xiii
  2. Introduction

    1. Virginie Terraza, Hery Razafitombo
      Pages 1-5
  3. New Performance Measure Methodologies

    1. Front Matter
      Pages 7-7
    2. Philippe Cogneau, Laurent Bodson, Georges Hübner
      Pages 9-36
    3. Virginie Terraza, Hery Razafitombo
      Pages 37-56
    4. Alfred M. Mbairadjim, Jules Sadefo Kamdem, Michel Terraza
      Pages 57-71
  4. Advanced Risk Analyses and Modeling

    1. Front Matter
      Pages 73-73
    2. Mohamed A. Limam, Rachida Hennani, Michel Terraza
      Pages 75-105
    3. Virginie Terraza, Carole Toque
      Pages 161-175
  5. Back Matter
    Pages 176-179

About this book


In light of recent financial crises, the role of investment funds is a recurring subject for discussion. Traditional methods must be adapted with the objective to strengthen scientific knowledge of investment funds. This book provides new insights, ideas and empirical evidence to improve tools and methods for fund performance analysis.


capital hedge fund Investment management Mutual Funds Portfolio Portfolio Optimization rating risk analysis risk management Risk Measurement

Editors and affiliations

  • Virginie Terraza
    • 1
  • Hery Razafitombo
    • 2
  1. 1.University of LuxembourgLuxembourg
  2. 2.University of LorraineFrance

Bibliographic information

Industry Sectors
Finance, Business & Banking