ALTERNATIVE INVESTMENTS - Predictability in Hedge Fund Returns - Based on a linear multifactor model, the evidence of predictability in hedge fund returns is strong.

Evidence of Predictability in Hedge Fund Returns and Multi-Style Multi-Class Tactical Style Allocation Decisions

Amenc, Noel, (2002)

Predictability in Hedge Fund Returns

Amenc, Noel, (2004)

HEDGE FUNDS - From Delivering to Packaging of Alpha - The hedge fund industry typically takes a producer (manager) rather than a consumer (investor) perspective. There ought to be new types of hedge fund offerings better suited to the needs of institutional investors. In the case of active bond portfolios, the authors present evidence that managers can use fixed-income derivatives not only to ...

Amenc, Noe͏̈l, (2006)