Hedge Fund Indices used in my research with
William
Fung:
-CSFB/Tremont Hedge Fund Indices
-HFR Hedge Fund Indices
-MSCI Hedge Fund Indices
-S&P
Hedge Fund Indices
-CISDM Hedge
Fund Indices
Hedge Fund Risk Factors:
-Seven
hedge
fund risk factors used in William Fung & David A. Hsieh, "Hedge
Fund Benchmarks: A Risk-Based Approach" to capture the risk of
well-diversified hedge fund portfolios.
Mutual Fund Risk Factors:
-Eight
standard
asset classes used in William Fung & David A. Hsieh, "Empirical
Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds"
(Review of Financial Studies, 1997, Vol 10, pp. 275-302).