Hedge Funds: Strategies, Risk Assessment, and Returns
By Greg N. Gregoriou, Fabrice Rouah, and Vassilios N. Karavas (editors)
2004/03 - Beard Books
158798203X - Paperback - 408 pp.
US$124.95

This hedge fund reader presents a collection of new articles by well known, leading and respected academic and professionals with years of experience in this field.  

Publisher Comments

Categories: Banking & Finance Of Interest: Performance Evaluation of Hedge Funds

With the ever increasing number of hedge funds, investors are required to keep up with the latest developments and cutting edge research in this fast and explosive industry. The quantitative articles in this reader provide new techniques to assist pension fund mangers, institutional investors, funds of hedge funds managers, high net worth individuals, and endowment funds with hedge fund manager selection. Furthermore, it offers added in-depth insight into this mysterious world of privately managed money. All aspects of risk assessment of most hedge fund strategies and performance are examined in depth.

From BookNews:

Twenty-one contributions from academics and practitioners discuss recent research on hedge funds. Aimed at investment professionals and high net worth individuals, the text deals with current methods of hedge fund tracking, evaluation, and selection. Sample topics include convertible arbitrage funds in a classical portfolio, distressed securities investments, equitable performance fees, and the diversification of market risk through market neutral strategies. Gregoriou teaches finance at SUNY Plattsburgh. Annotation ©2004 Book News, Inc., Portland, OR 

From Amazon.Com:
April 14, 2004 
Reviewer: Dave Jacobs from New York City 

At first I was a little hesitant on the price of the book but I was very happy when I received it. I was amazed at the 19 new articles on hedge funds written by well-known academics and professionals. I had never seen these articles before. Some articles are slightly quantitative in nature but the information in this book is extremely valuable. The list of contributors reads like a who's who of the hedge fund industry. When compared to other hedge fund readers this book really contributes to the hedge fund literature. Never before have I seen so many high quality papers in a hedge fund reader. I am convinced anyone interested in new research on hedge funds will find this book as the best reader presenting cutting edge work. Ideal for money managers, hedge fund managers, pension funds, endowment funds, institutional investors, fund of hedge fund managers, lawyers and high net worth individuals. Congrats on a great reader. Can't wait for their next reader.

Greg N. Gregoriou is assistant professor of finance and coordinator of faculty research in the School in Business and Economics at State University of New York (SUNY, Plattsburgh). He has authored over 35 articles on hedge funds and managed futures in various U.S. and U.K. peer-reviewed publications. He is also hedge fund editor for the Derivatives Use, Trading and Regulation a peer-reviewed journal published by Henry Stewart Publications in London, England and was awarded the best paper prize with Fabrice Rouah and Robert Auger at the Administrative Sciences Association of Canada (ASAC) Conference in London, Ontario in May 2001. He has over 20 professional publications in brokerage and pension fund magazines. He currently provides hedge fund and CTA quantitative and qualitative research for a large Canadian corporation and specializes in the construction and monitoring of funds of hedge funds using advanced statistical techniques with Fabrice Rouah.
Fabrice Rouah is Institut de Finance Mathématique de Montréal (IFM2) Scholar, and Ph.D. Candidate in Finance, McGill University, Montreal, Quebec. Mr. Rouah is a former Faculty Lecturer and Consulting Statistician in the Department of Mathematics and Statistics at McGill University. He specializes on the statistical and stochastic modeling of hedge funds, managed futures, and CTAs, and is a regular contributor in peer-reviewed academic publications on alternative investments.
Vassilios N. Karavas is currently Director of Research at Schneeweis Partners in Amherst, Massachusetts. His research focus is on alternative optimization techniques ranging from disequilibrium market models to hedge fund portfolio selection. Vassilis holds a Ph.D. in Operations Research from the University of Massachusetts at Amherst, a Ms. and a Diploma in Industrial Engineering from the Technical University of Crete - Chania, Greece. He is also a research associate of Center for International Securities and Derivatives Market (CISDM).

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