Hedge Funds Research

The Yale ICF Hedge Fund Research Initiative is a program to actively investigate hedge funds as an asset class and the range of issues related to their management.

The current research agenda includes:

Performance: Risk, returns, styles, timing metrics and survival.
Management Contracts: Valuation, incentives.
Strategies: Relative value, momentum, stale prices.
Role in the Capital Markets: Asian crisis, price formation, scalability of strategies.