Skip to main content

CURRENTLY SOLD OUT

Do Looser Hedge Fund Regulations Lead to Better Performance? : A Comparative Analysis of off- and Onshore Hedge Funds Using the Modified Sharpe-Ratio by Braunhofer Christian (2011, Trade Paperback)

About this product

About this product

Product Information

The first part of this book contains a description of hedge fund strategies and a detailed discussion about hedge fund and funds of hedge funds regulation in the U.S., selected European countries, and "classic" offshore domiciles. It is observed that onshore countries' jurisdictions are much stricter than the ones offshore funds are subject to. The second part includes an off- versus onshore hedge fund analysis using a large database provided by the Center for International Securities and Derivatives Markets based at the Isenberg School of Management in Amherst, Massachusetts. The main focus of this analysis is a performance comparison of off- and onshore hedge fund indices and the S&P 500 Index between 1996 and 2005, applying the traditional Sharpe-Ratio, the Sortino-Ratio, and the Modified Sharpe-Ratio. Since hedge fund returns are not normally distributed, the Modified Sharpe-Ratio is concluded to be the most appropriate ratio to rank hedge fund investments. According to the Modified Sharpe-Ratio, investing in the Equal Weighted Onshore Hedge Fund Index has, on average, been more attractive than investing in the Equal Weighted Offshore Hedge Fund Index.

Product Identifiers

Publisher
AV Akademikerverlag Gmbh & Co. KG
ISBN-10
3639338006
ISBN-13
9783639338003
eBay Product ID (ePID)
121408886

Product Key Features

Book Title
Do Looser Hedge Fund Regulations Lead to Better Performance? : A Comparative Analysis of off- and Onshore Hedge Funds Using the Modified Sharpe-Ratio
Author
Braunhofer Christian
Format
Trade Paperback
Language
English
Topic
Investments & Securities / Mutual Funds, General, Securities
Publication Year
2011
Genre
Law, Business & Economics
Number of Pages
96 Pages

Dimensions

Item Length
8.7in
Item Width
5.9in

Best Selling in Books

Current slide {CURRENT_SLIDE} of {TOTAL_SLIDES}- Best Selling in Books

The Lost Book of Herbal Remedies by Claude Davis (2018, Paperback)
4.8 out of 5 stars based on 384 product ratings
$55.99 New
$39.99 Used
Outlive Gifford Bil (2023,Paperback)
4.8 out of 5 stars based on 8 product ratings
$11.75 New
$8.99 Used
Sick Fux by Tillie Cole (2017, Trade Paperback)
4.5 out of 5 stars based on 2 product ratings
$19.85 New
---- Used
Trading in the Zone : Master the Market with Confidence, Discipline, and a Winning Attitude by Mark Douglas (2001, Hardcover)
4.9 out of 5 stars based on 26 product ratings
$11.99 New
---- Used
The Empyrean Ser.: Iron Flame by Rebecca Yarros (2023, Hardcover)
5.0 out of 5 stars based on 3 product ratings
$14.98 New
$12.48 Used
Ugly's Electrical References, 2023 Edition by Charles R. Miller (2023, Spiral)
4.9 out of 5 stars based on 15 product ratings
$11.19 New
$9.95 Used
Forgiving What You Can't Forget : Discover How to Move on, Make Peace with Painful Memories, and Create a Life That's Beautiful Again by Lysa TerKeurst (2020, Hardcover)
4.9 out of 5 stars based on 24 product ratings
$9.91 New
$9.46 Used

Save on Books

Current slide {CURRENT_SLIDE} of {TOTAL_SLIDES}- Save on Books

Tom Selleck SIGNED BOOK You Never Know A Memoir 1ST EDITION Hardcover In Hand
$50.00
Trending at $60.00
The Candlestick Course by Steve Nison (Paperback, English ) Free Shipping 📚
$9.97
Trending at $12.90
Can't Hurt Me by David Goggins ( Paperback ) - Sealed
$7.99
Trending at $11.87
The Geneva Bible 1560 Edition with Apocrypha: Large Text Bible English Complete
$20.48
Trending at $21.01
MIFEPRISTONE: Ultimate Guide To Using Mifepristone A Safe & Effective Option For
$10.99
Trending at $12.49
You Like It Darker : Stories by Stephen King (2024, Hardcover)
$19.95
Trending at $27.40

You may also like

Current slide {CURRENT_SLIDE} of {TOTAL_SLIDES}- You may also like