Summary and Info
Several recent empirical studies have argued that the standard methods of assessing hedge fund risks and rewards may be misleading. This monograph reviews the empirical facts surrounding hedge fund investments and proposes several new quantitative models for modeling hedge fund return, risk exposures, and associsted performance statistics.
More About the Author
Andrew Wen-Chuan Lo (Chinese: 羅聞全) (born 1960) is the Charles E. and Susan T. Harris Professor of Finance at the MIT Sloan School of Management.
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