Abstract
This chapter analyses the historical performance of hedge funds and their relations with traditional markets. We will not present complex quantitative tools but if you are interested in these, we recommend you have a look at Capocci (2007),1 which focuses on decomposing hedge fund returns and on the effect of integrating hedge funds into a classical portfolio.
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Notes
D. Capocci, An Analysis of Hedge Fund Strategies, August 2007, University of Liège (Belgium), available on www.ssrn.com.
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© 2013 Daniel Capocci
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Capocci, D. (2013). Hedge Fund Performance Over Time. In: The Complete Guide to Hedge Funds and Hedge Fund Strategies. Global Financial Markets. Palgrave Macmillan, London. https://doi.org/10.1057/9781137264442_4
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DOI: https://doi.org/10.1057/9781137264442_4
Publisher Name: Palgrave Macmillan, London
Print ISBN: 978-1-349-44303-1
Online ISBN: 978-1-137-26444-2
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