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K. Ozgur Demirtas has written 1 work(s)
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Investing in Hedge Funds: A Guide to Measuring Risk and Return Characteristics
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Product Description: This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices. It will distinguish itself from other books and journal articles by focusing solely on hedge fund indices and emphasizing tail risk as a predictor of hedge fund index returns...read more
By Yigit Atilgan, Turan G. Bali and K. Ozgur Demirtas
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Paperback:

9780124047310 | Academic Pr, July 10, 2013, cover price $39.95 | About this edition: This book will present a comprehensive view of the risk characteristics, risk-adjusted performances, and risk exposures of various hedge fund indices.

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