Welcome to hedge-fund-analysis.net!

 

‘In the business world, the rearview mirror is always clearer than the windshield’

- Warren Buffett - 

This website offers a broad range of research papers and analysis tools for private investors as well as professionals. Follow the links below to search for Excel- and VBA-templates, or to find some additional information on hedge fund investments and related topics. Below you will find a brief introduction to hedge funds, investment styles and the quantitative assessment of alternative investments. You may also contact me should you have any inquiries or comments. I hope you find this website useful.

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World of Hedge Funds

Hedge funds are amongst the fastest growing types of investment funds, both in terms of worldwide assets under management, as well as the number of private and institutional investors. Hedge funds differ significantly from traditional investment portfolios with respect to their structure, asset allocation, legal status, performance, and investment strategies. There is, however, no widely accepted definition as to what hedge funds are.

Hedge fund strategies - a framework

Over the past years, a number of frameworks have emerged dividing hedge funds into several sub-classifications. However, the literature on the subject is still not in agreement on the number of distinct hedge fund investment styles. The frameworks of Hedge Fund Research (HF Research), Trading and Sales Support (TASS) Investment Research, and HedgeFund.Net are amongst the most widely recognized. All frameworks are depicted below.

Assessing Hedge fund performance

More recently, analysts and investors focused their attention on accurately estimating the inherent risks of hedge funds. Past research suggests that the traditional approach of assessing the risks of investment funds through mean-variance analysis can lead to severe underestimation of left-hand-tail risks for hedge funds.

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last updated: Jul 15 2018 10:21 AM
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