Benefits and risks of alternative investment strategies
N Amenc, L Martellini, M Vaissié - Journal of Asset Management, 2003 - Springer
As a result of the complex trading strategies they implement, and the full flexibility they have
with respect to their ability to use derivatives and trade in illiquid markets, hedge fund …
with respect to their ability to use derivatives and trade in illiquid markets, hedge fund …
The alpha and omega of fund of hedge fund added value
S Darolles, M Vaissié - Journal of Banking & Finance, 2012 - Elsevier
In spite of a somewhat disappointing performance throughout the crisis, investors are showing
interest in hedge funds. Still, funds of hedge funds keep on experiencing outflows. Can …
interest in hedge funds. Still, funds of hedge funds keep on experiencing outflows. Can …
The right place for alternative betas in hedge fund performance: an answer to the capacity effect fantasy
W Géhin, M Vaissié - The Journal of Alternative Investments, 2006 - search.proquest.com
In recent months, concerns have been raised about the profitability prospects for hedge funds.
This article argues that market participants' pessimistic view of the hedge fund industry's …
This article argues that market participants' pessimistic view of the hedge fund industry's …
Taking a close look at the European fund of hedge funds industry
…, JR Giraud, L Martellini, M Vaissié - The Journal of …, 2004 - pm-research.com
Given the increasing importance of funds of hedge funds in the development of the hedge
fund industry and the cost-intensive nature of multi-manager structures, investors are …
fund industry and the cost-intensive nature of multi-manager structures, investors are …
Hedge fund indices: Reconciling investability and representativity
F Goltz, L Martellini, M Vaissié - European Financial …, 2007 - Wiley Online Library
Following a growing concern among investors about the quality of hedge fund index return
data, this paper addresses the question of whether designing hedge fund indices that fulfil …
data, this paper addresses the question of whether designing hedge fund indices that fulfil …
Hedge fund indices: investable, non-investable and strategy benchmarks
W Géhin, M Vaissié - Non-Investable and Strategy Benchmarks …, 2004 - papers.ssrn.com
In the hedge fund universe, where it is frequently said that performance is extracted from
managers, reflecting active asset management, the implementation of hedge fund indices may …
managers, reflecting active asset management, the implementation of hedge fund indices may …
[HTML][HTML] Genome-wide imaging association study implicates functional activity and glial homeostasis of the caudate in smoking addiction
Background Nearly 6 million deaths and over a half trillion dollars in healthcare costs
worldwide are attributed to tobacco smoking each year. Extensive research efforts have been …
worldwide are attributed to tobacco smoking each year. Extensive research efforts have been …
[PDF][PDF] Indexing hedge fund indexes
N Amenc, L Martellini, M Vaissié - EDHEC Risk and Research Centre …, 2003 - Citeseer
… Mathieu Vaissié is a Research Engineer at EDHEC Risk and Asset Management Research
Center and a PhD candidate in Finance at University Paris 9 Dauphine. He specializes in …
Center and a PhD candidate in Finance at University Paris 9 Dauphine. He specializes in …
[HTML][HTML] When the Homo Economicus Meets the Homo Ecologicus: A Pragmatic Approach to Reconcile Modern Portfolio Theory with Postmodern ESG Investing
F Marchessaux, M Vaissié - The Journal of Impact and ESG …, 2023 - jesg.pm-research.com
Building portfolios in an environmental, social, and governance (ESG) world—mission
impossible? Communication between the homo economicus and the homo ecologicus definitely …
impossible? Communication between the homo economicus and the homo ecologicus definitely …
[PDF][PDF] Determinants of Funds of Hedge Funds' Performance
N Amenc, M Vaissié - Journal of Investing, 2006 - academia.edu
Despite institutional investors’ growing interest in funds of hedge funds, little attention has
been paid so far to their added value and/or the sources of their added value. This is all the …
been paid so far to their added value and/or the sources of their added value. This is all the …