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INNOVATION IN ALTERNATIVE FORMS OF INVESTMENTS

Michal Soltes () and Lukas Pinka ()
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Lukas Pinka: University of Prešov, Faculty of Management

Polish Journal of Management Studies, 2015, vol. 11, issue 1, 168-178

Abstract: The area of hedge funds is one of alternative investment possibility of investing funds both private and institutional investors. The main objective of this work is to design a new fund of funds based on existing hedge funds called "Diploma Fund of Funds". Based on the analysis work brings possible variant of the basic criteria selection for selecting the underlying funds in the portfolio and then determine the values of each criterion based on the study of Eurekahedge hedge fund index. Using Eurekahedge, private data provider in hedge funds, is selected and characterized nine funds complying with the criteria which form the basis of Diploma Fund of Funds portfolio. The benefit is primarily an analysis of established fund of funds with an emphasis on the characterisation of a cost-benefit over the three years studied.

Keywords: hedge funds; fund of hedge funds; annualized return; annual standard deviation; maximum drawdown; sharpe ratio; assets under management. (search for similar items in EconPapers)
Date: 2015
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