Risk and Return in Hedge Funds and Funds-of-Hedge Funds: A Cross-Sectional Approach
The objective of this study is to examine whether the available data on individual hedge funds (HFs) and funds-of-hedge funds (FOHFs) can reveal the risk-return trade-off and, if so, to find an appropriate risk measure that captures the cross-sectional variation in HF and FOHF returns and compare th...
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| Format: | Article |
| Language: | English |
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University of Wollongong
2012-09-01
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| Series: | Australasian Accounting, Business and Finance Journal |
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| Online Access: | http://ro.uow.edu.au/aabfj/vol6/iss3/4 |