On Taking the 'Alternative' Route: Risks, Rewards, Style and Performance Persistence of Hedge Funds

Preprint

1 January 1999

preprint
Published by Elsevier in SSRN Electronic Journal

https://doi.org/10.2139/ssrn.150388

Abstract

Using a new database of hedge funds, this paper provides a comprehensive analysis of the risk-return characteristics, risk exposures, style analysis and perform

Keywords

SSRN
ON TAKING THE 'ALTERNATIVE' ROUTE: RISKS
REWARDS
STYLE AND PERFORMANCE PERSISTENCE OF HEDGE FUNDS
VIKAS AGARWAL
NARAYAN Y. NAIK

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