Felix Goltz
Survivorship bias is one of the biggest causes of grossly overstated hedge fund index performance. Considering the returns of surviving funds alone leads to a strong upward bias.
Hedge Funds Review | 23 Dec 2010
Investors have extended the use of exchange traded funds (ETFs) to alternative investments. Commodities, infrastructure and real estate are popular but hedge funds less so.
Hedge Funds Review | 09 Aug 2010
In the March article we drew on a recent Edhec-Risk Institute publication on risk control through dynamic core-satellite portfolios of exchange traded funds (ETFs) supported by Amundi (1) to look at the......
Hedge Funds Review | 07 Apr 2010
Unlike the returns of common stocks and mutual funds, hedge fund returns are generally not normally distributed.1,i This has considerable consequences on a number of hedge fund risk measures, as presented......
Hedge Funds Review | 12 Oct 2009
Alternative asset class exchange traded funds (ETFs) enable investors to gain simple access to alternative investment opportunities such as hedge funds, commodities, real estate or currency baskets.
Hedge Funds Review | 01 Jul 2009
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