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Hedge Fund Alpha A Framework for Generating and Understanding Investment Performance (332 Pages)

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HEDGE FUND ALPHA

A Framework for Generating

and Understanding Investment Performance

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HEDGE FUND

ALPHA

Editor

JOHN M LONGO

Rutgers University, USA

World Scientiic

N E W J E R S E Y • L O N D O N • S I N G A P O R E • B E I J I N G • S H A N G H A I • H O N G K O N G • T A I P E I • C H E N N A I

A Framework for Generating

and Understanding Investment

Performance

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Published by

World Scientific Publishing Co. Pte. Ltd.

5 Toh Tuck Link, Singapore 596224

USA office: 27 Warren Street, Suite 401-402, Hackensack, NJ 07601

UK office: 57 Shelton Street, Covent Garden, London WC2H 9HE

British Library Cataloguing-in-Publication Data

A catalogue record for this book is available from the British Library.

HEDGE FUND ALPHA

A Framework for Generating and Understanding Investment Performance

Copyright © 2009 by World Scientific Publishing Co. Pte. Ltd.

All rights reserved. This book, or parts thereof, may not be reproduced in any form or by any means,

electronic or mechanical, including photocopying, recording or any information storage and retrieval

system now known or to be invented, without written permission from the Publisher.

For photocopying of material in this volume, please pay a copying fee through the Copyright

Clearance Center, Inc., 222 Rosewood Drive, Danvers, MA 01923, USA. In this case permission to

photocopy is not required from the publisher.

ISBN-13 978-981-283-465-2

ISBN-10 981-283-465-6

Printed in Singapore.

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