Hedge Fund Indices used in my research with
-CSFB/Tremont Hedge Fund Indices
-HFR Hedge Fund Indices
-CISDM Hedge Fund Indices
Hedge Fund Risk Factors:
-Hedge fund risk factors used in William Fung & David A. Hsieh, "Hedge Fund Benchmarks: A Risk-Based Approach" and "Hedge Funds: An Industry in Its Adolescence" 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).