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Hedge Fund Risk

Performance Measurement, Risk & Performance Measurement, Risk & Attribution
ACKERMANN, Carl, Richard McENALLY and David RAVENSCRAFT, The Performance of Hedge Funds: Risk, Return, and Incentives, The Journal of Finance, Vol. 54, No. 3. (Jun., 1999), pp. 833-874.
AGARWAL, Vikas and Narayan Y. NAIK, Characterizing Hedge Fund Risks with Buy-and-Hold and Option-Based Strategies, 2001.
AGARWAL, Vikas and Narayan Y. NAIK, Risks and Portfolio Decisions Involving Hedge Funds, Institute of Finance and Accounting Working Paper No. 364, London Business School, 2002.
AGARWAL, Vikas and Narayan Y. NAIK, On Taking the ‘Alternative' Route: Risks, Rewards and Performance Persistence of Hedge Funds, Journal of Alternative Investments, Volume 2,Number 4, 6-23, 2000.
AGARWAL, Vikas and Narayan Y. NAIK, Risks and Portfolio Decisions Involving Hedge Funds, Institute of Finance and Accounting Working Paper No. 364, London Business School, 2002.
AGGRAWAL, V., and N. NAIK, "Characterizing the Risk and Return of Equity Hedge Funds," Working Paper, Georgia State University and London Business School, 2001
AMENC, Noël, Lionel MARTELLINI and Mathieu VAISSIÉ, Benefits and Risks of Alternative Investment Strategies
BACMANN, Jean-Francois and Gregor GAWRON, Fat Tail Risk in Portfolios of Hedge Funds and Traditional Investments
BACON, Carl, Monitoring and measuring performance and risk in the hedge fund world
BERENYI, Zsolt, Measuring Hedge Fund Risk with Multi-moment Risk Measures
BROWN, S., GOETZRNANN W. and J. PARK, "Careers and Survival: Competition and Risks in the Hedge Fund and CTA Industry", Journal of Finance 56, 1869-1886, 2001
BROWN, Stephen J., William N. GOETZMANN and James PARK, Conditions for Survival: Changing Risk and the Performance of Hedge Fund Managers and CTAs
FUNG, W. and D. HSIEH, "The Risk in Fixed-Income Hedge Fund Strategies, Journal of Fixed Income, 2002
FUNG, W. and D. HSIEH, The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers, Review of Financial Studies 14, 313-341, 2001
FUNG, William K. H. and David A. HSIEH, The Risk in Hedge Fund Strategies: Alternative Alphas and Alternative Betas, 2003.
FUNG, William and David A. HSIEH, Risk in Fixed-Income Hedge Fund Styles
GUPTA, Anurag and Bing LIANG, Do Hedge Funds Have Enough Capital? A Value-at-Risk Approach
HSIEH, David A. and William FUNG, The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers
HSIEH, David A. and William FUNG, The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers, Review of Financial Studies, 14 (2001), 313-341
HSIEH, David A. and William FUNG, The Risk of Hedge Fund Strategies: Theory and Evidence from Fixed Income Funds, 2002
JORION, Philippe, "Risk Management Lessons from Long-Term Capital Management European Financial Management 2000
KAO, Duen-Li (Tony), Risk Analysis of Hedge Funds Versus Long-Only Portfolios
KAO, Duen-Li (Tony), Risk Analysis of Hedge Funds Versus Long-Only Portfolios, Working Paper Series, August, 2001
KOH, Francis, David K.C. LEE and Kok Fai PHOON, Investing in Hedge Funds: Risks, Returns and Pitfalls
KOUWENBERG, Roy, Incentives and Risk Taking in Hedge Funds
LELAND, Hayne E., Beyond Mean-Variance: Risk and Performance Measures for Portfolios with Nonsymmetric Return Distributions
LHABITANT, F., "Assessing Market Risk for Hedge Funds and Hedge Funds Portfolios,working paper,Union Bancaire Privee (Geneva), 2001
LHABITANT, Francois Serge, Assessing Market Risk for Hedge Funds and Hedge Funds Portfolios
LO, Andrew W., Risk Management For Hedge Funds: Introduction and Overview
LO, Andrew W., Risk Management for Hedge Funds: Introduction and Overview, Financial Analysts Journal, 2001.
MARTIN, G., 2001, "Making Sense of Hedge Fund Returns: A New Approach, in Added Value in Financial Institutions: Risk or Return, E. Acar (ed.), London: FT Publishing
NAVONE, Marco A., Diversifying Market Risk through Market-Neutral Strategies, May , 2002
OKUNEV, John and Derek R. WHITE, Hedge Fund Risk Factors and Value at Risk of Credit Trading Strategies
SCHNEEWEIS, Thomas and R. SPURGIN, "Quantitative Analysis of Hedge Fund and Managed Futures Return and Risk Characteristics, in P. Lake ed. Evaluating and Implementing HedgeFund Strategies (2nd) 1999.
SOUEISSY, Maha and Rami SIDANI, The Risks Underlying Hedge Funds Strategies
TILL, Hilary and David LEE, Risk and Performance Measurement For Alternative Investment
ZSOLT, Berenyi, "Measuring Hedge Fund Risk with Multi-moment Risk Measures", Working Paper Series.