Risk Factors and Portfolio Choice in the Context of Hedge Fund Investing
A special issue of Risks (ISSN 2227-9091).
Deadline for manuscript submissions: closed (1 February 2014) | Viewed by 12944
Special Issue Editor
Special Issue Information
Dear Colleagues,
Hedge funds have been intensively employed by "sophisticated" investors over many years. Recently, we have seen a growing number of institutional investors taking the leap of faith and investing directly into hedge funds, thereby passing traditional routes of fund of funds and other hedge fund aggregation vehicles, such as replicators. Given the need to better understand the risks, both known and unknown with regards to investing in the vast array of possible hedge fund strategy, we attempt to highlight the current best practice methodologies in this domain. Our goal here is to better understand how to measure, monitor, and manage the many distinct dimension of risk when including hedge fund investments in traditional portfolios. In this volume we compile the best ideas and most controversial thoughts in regards to the current application of risks and portfolio choice in the context of hedge fund investing.
Dr. Jim Kyung-Soo Liew
Guest Editor
Manuscript Submission Information
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