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Achieving Hedge Fund Alpha In Russia

In: Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance

Author

Listed:
  • Irina Samoylova

    (Goldman Sachs, USA)

  • John M. Longo

    (Rutgers Business School, USA and The MDE Group, USA)

Abstract

The following sections are included:IntroductionRussia's Economic GrowthEvolution of Russian EconomyOverview of Russian Financial MarketsRussian Stock MarketsMoscow Interbank Currency Exchange (MICEX)Open Joint Stock Company Russian Trading System Stock Exchange (RTS OJSC)Russian Bond MarketsRussian Derivative MarketsUnique Dynamics of the Russian Financial MarketsHeightened Political RiskYukosMechelHermitage Capital ManagementCurrent Lack of Effective Insider Trading LawsRussian and Eastern European Investor BehaviorHedge Fund Strategies in RussiaManaged Futures / Commodity Trading Advisors (CTAs)Global MacroFixed Income / CreditEvent DrivenStatistical ArbitrageMultistrategyHedge Fund Alpha Tear Sheet — Chapter 4End NotesReferences

Suggested Citation

  • Irina Samoylova & John M. Longo, 2009. "Achieving Hedge Fund Alpha In Russia," World Scientific Book Chapters, in: John M Longo (ed.), Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance, chapter 4, pages 51-66, World Scientific Publishing Co. Pte. Ltd..
    • Handle: RePEc:wsi:wschap:9789812834669_0004
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