ACHIEVING HEDGE FUND ALPHA IN RUSSIA

Irina Samoylova and John M. Longo
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Irina Samoylova: Goldman Sachs, USA
John M. Longo: Rutgers Business School, USA and The MDE Group, USA

Chapter 4 in Hedge Fund Alpha:A Framework for Generating and Understanding Investment Performance, 2009, pp 51-66 from World Scientific Publishing Co. Pte. Ltd.

Abstract: AbstractThe following sections are included:IntroductionRussia's Economic GrowthEvolution of Russian EconomyOverview of Russian Financial MarketsRussian Stock MarketsMoscow Interbank Currency Exchange (MICEX)Open Joint Stock Company Russian Trading System Stock Exchange (RTS OJSC)Russian Bond MarketsRussian Derivative MarketsUnique Dynamics of the Russian Financial MarketsHeightened Political RiskYukosMechelHermitage Capital ManagementCurrent Lack of Effective Insider Trading LawsRussian and Eastern European Investor BehaviorHedge Fund Strategies in RussiaManaged Futures / Commodity Trading Advisors (CTAs)Global MacroFixed Income / CreditEvent DrivenStatistical ArbitrageMultistrategyHedge Fund Alpha Tear Sheet — Chapter 4End NotesReferences

Keywords: Hedge Funds; Alpha; Investment Strategy; Stock Market; Investing; Emerging Markets; Fund of Funds; Investment Management; Brazil; Russia; India; China (search for similar items in EconPapers)
Date: 2009
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