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Jiang Wang. Jain, Sameer, 1967- Sloan School of Management. Sloan School of Management 2005-08-24T22:46:18Z 2005-08-24T22:46:18Z 2003 2003 http://hdl.handle.net/1721.1/8009 53979832 Thesis (M.B.A.)--Massachusetts Institute of Technology, Sloan School of Management, 2003. Includes bibliographical references (p. 77-79). Hedge Funds are one of the fastest growing, yet least understood, category of alternate investment vehicles. They are pooled investment vehicles that use leverage, short-selling, dynamic hedging and derivatives to implement investment strategies significantly different from the non-leveraged, long-only approach traditionally followed by investors. This Thesis explores and validates characteristics, attributes and behavior of the generic category of Hedge Funds by researching academic and empirical studies available in the public domain. It traces the dramatic growth of the Hedge Fund industry in recent times as well as the regulatory environment governing the industry. The findings of this study assess a variety of Hedging styles and strategies that have proliferated in recent years by building on practitioner and academic research. We further examine the risk return profile of Hedge Funds, effective diversification and portfolio allocation decisions. The results of our study offer a thorough explanation of issues essential to Hedge Fund investment and their usefulness as an alternative asset class in both institutional and private portfolios. by Sameer Jain. M.B.A. 79 p. 6394283 bytes 6394040 bytes application/pdf application/pdf eng Massachusetts Institute of Technology M.I.T. theses are protected by copyright. They may be viewed from this source for any purpose, but reproduction or distribution in any format is prohibited without written permission. See provided URL for inquiries about permission. http://dspace.mit.edu/handle/1721.1/7582 Sloan School of Management. An empirical study of hedge funds Thesis application/pdf false Publication unknown unknown <Publication xmlns="https://www.openaire.eu/cerif-profile/1.1/" id="cf7e9adc-3efd-4837-8157-677e061d9e8c"> <Type xmlns="https://www.openaire.eu/cerif-profile/vocab/COAR_Publication_Types">http://purl.org/coar/resource_type/c_1843</Type> <Language>eng</Language> <Title>An empirical study of hedge funds</Title> <PublishedIn> <Publication> </Publication> </PublishedIn> <PublicationDate>2003</PublicationDate> <Authors> <Author> <DisplayName>Jain, Sameer, 1967-</DisplayName> <Affiliation> <OrgUnit> </OrgUnit> </Affiliation> </Author> </Authors> <Editors> </Editors> <Publishers> <Publisher> <DisplayName>Massachusetts Institute of Technology</DisplayName> <OrgUnit /> </Publisher> </Publishers> <License>http://dspace.mit.edu/handle/1721.1/7582</License> <Keyword>Sloan School of Management.</Keyword> <Abstract>Hedge Funds are one of the fastest growing, yet least understood, category of alternate investment vehicles. They are pooled investment vehicles that use leverage, short-selling, dynamic hedging and derivatives to implement investment strategies significantly different from the non-leveraged, long-only approach traditionally followed by investors. This Thesis explores and validates characteristics, attributes and behavior of the generic category of Hedge Funds by researching academic and empirical studies available in the public domain. It traces the dramatic growth of the Hedge Fund industry in recent times as well as the regulatory environment governing the industry. The findings of this study assess a variety of Hedging styles and strategies that have proliferated in recent years by building on practitioner and academic research. We further examine the risk return profile of Hedge Funds, effective diversification and portfolio allocation decisions. The results of our study offer a thorough explanation of issues essential to Hedge Fund investment and their usefulness as an alternative asset class in both institutional and private portfolios.</Abstract> <Access xmlns="http://purl.org/coar/access_right" > </Access> </Publication>