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CTD
Topic Author
Posts: 28
Joined: October 24th, 2007, 3:31 pm

Hedge fund indices for risk attribution?

January 7th, 2008, 5:19 pm

MSCI and Credit Suisse/Tremont ought to be a good start, but are there other groups that publish hedge fund indices that I ought to check out?C
 
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nazzdack
Posts: 256
Joined: March 3rd, 2004, 9:50 am

Hedge fund indices for risk attribution?

January 8th, 2008, 6:16 am

Barclaygrp.com?
 
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CTD
Topic Author
Posts: 28
Joined: October 24th, 2007, 3:31 pm

Hedge fund indices for risk attribution?

January 8th, 2008, 4:16 pm

Got them as well...prob won't be able to do any better than the list I've got from the looks of it...
 
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Siberian
Posts: 298
Joined: June 25th, 2003, 8:56 pm

Hedge fund indices for risk attribution?

January 16th, 2008, 4:54 pm

EDHEC. i like them b/c they are quite thoughtful regarding the survivorship bias
 
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donyoshi
Posts: 138
Joined: February 18th, 2004, 8:26 am

Hedge fund indices for risk attribution?

January 18th, 2008, 7:14 am

HFR, they have both and investible and non-investible index
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