The Performance Evaluation of Hedge Funds: a Comparison of Different Approaches

Alessandro Carretta () and Gianluca Mattarocci

Chapter 2 in New Drivers of Performance in a Changing Financial World, 2009, pp 14-29 from Palgrave Macmillan

Abstract: Abstract The term ‘hedge fund’ defines heterogeneous types of financial instruments that are characterized by lower restrictions being applied to the fund manager in the investment selection process (Pia, 2002). Hedge funds can also be defined as an investment partnership that could take either long or short positions (Agarwal and Naik, 2004) and is not subject to the information disclosure rules that are established for other investment funds (Liang, 2003).

Keywords: Mutual Fund; Hedge Fund; Fund Manager; Return Distribution; Sharpe Ratio (search for similar items in EconPapers)
Date: 2009
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Persistent link: https://EconPapers.repec.org/RePEc:pal:pmschp:978-0-230-59481-4_2

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DOI: 10.1057/9780230594814_2

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