Thursday, March 03, 2005

Great Source for Academic Papers

Hedge Fund Research Initiative

The Yale ICF hedge fund research initiative is a program to actively investigate hedge funds as an asset class and the range of issues related to their management. The current research agenda includes:
Performance: risk, returns, styles, timing metrics and survival.Management contracts: valuation, incentives.Strategies: relative-value, momentum, stale-prices.Role in the capital markets: Asian crisis, price formation, scalability of strategies.


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