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The Performance Evaluation of Hedge Funds: a Comparison of Different Approaches

In: New Drivers of Performance in a Changing Financial World

Author

Listed:
  • Alessandro Carretta
  • Gianluca Mattarocci

Abstract

The term ‘hedge fund’ defines heterogeneous types of financial instruments that are characterized by lower restrictions being applied to the fund manager in the investment selection process (Pia, 2002). Hedge funds can also be defined as an investment partnership that could take either long or short positions (Agarwal and Naik, 2004) and is not subject to the information disclosure rules that are established for other investment funds (Liang, 2003).

Suggested Citation

  • Alessandro Carretta & Gianluca Mattarocci, 2009. "The Performance Evaluation of Hedge Funds: a Comparison of Different Approaches," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci (ed.), New Drivers of Performance in a Changing Financial World, chapter 2, pages 14-29, Palgrave Macmillan.
    • Handle: RePEc:pal:pmschp:978-0-230-59481-4_2
    DOI: 10.1057/9780230594814_2
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    Citations

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    Cited by:

    1. Claudio Giannotti & Gianluca Mattarocci, 2013. "The Role of Risk Measures Choices in Ranking Real Estate Funds: Evidence from the Italian Market," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Gianluca Mattarocci (ed.), Asset Pricing, Real Estate and Public Finance over the Crisis, chapter 10, pages 165-189, Palgrave Macmillan.
    2. Alessandro Carretta & Gianluca Mattarocci, 2009. "Funds of Funds Portfolio Composition and its Impact on Performance: Evidence from the Italian Market," Palgrave Macmillan Studies in Banking and Financial Institutions, in: Alessandro Carretta & Franco Fiordelisi & Gianluca Mattarocci (ed.), New Drivers of Performance in a Changing Financial World, chapter 5, pages 69-88, Palgrave Macmillan.

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