Hedge fund indices for risk attribution?

CTD · 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

nazzdack · January 8th, 2008, 6:16 am

Barclaygrp.com?

CTD · 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...

Siberian · January 16th, 2008, 4:54 pm

EDHEC. i like them b/c they are quite thoughtful regarding the survivorship bias

donyoshi · January 18th, 2008, 7:14 am

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