Research

To receive a copy of any of the research items below, please email a request to Joe Weilgus.*

Asset Allocation Insights

• The Case for Fund of Hedge Funds.
• September 29, 2008 observations.
• Empirical evidence shows a non-linear relationship between equity valuations and long term interest rates depending on ...
• Observations from the five worst panics of the twentieth century.
• Lessons learned from historical simulations of hedge fund indices.
• Portfolio approach is highly sensitive to investment horizon.

Portfolio Structure Insights

• Sorting annual returns of the HFRI Fund of Funds Indices reveals two striking observations...
• Side-by-side comparison of major hedge fund index providers shows some disparitie...

Manager Selection Insights

• Quantitative observations from historic fraud cases.
• Common qualitative warning signs in historic fraud cases.

*Investors must qualify as "accredited investors" within the meaning of Rule 501(a) of the Securities Act of 1933, as amended, and as "qualified purchasers" within the meaning of Section 2(a)(51) of the Investment Company Act of 1940, as amended.