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1、ffirs_gregoriou.qxd6/23/052:55PMPageiiiHedgeFundsInsightsinPerformanceMeasurement,RiskAnalysis,andPortfolioAllocationGREGN.GREGORIOUGEORGESHÜBNERNICOLASPAPAGEORGIOUFABRICEROUAHJohnWiley&Sons,Inc.ffirs_gregoriou.qxd6/23/052:55PMPageivCopyright©2005byGregN.Gregoriou,GeorgesHübner,NicolasPa
2、pageorgiou,andFabriceRouah.Allrightsreserved.Chapter1,“IntegratingHedgeFundsintotheTraditionalPortfolio”byHarryKatoriginallyappearedintheJournalofWealthManagement(2003).ThisarticleisreprintedwithpermissionfromInstitutionalInvestor,Inc.Chapter6,“Revisit-ingtheRoleofHedgeFundsinDiversified
3、Portfolios”byJeanBruneloriginallyappearedintheJournalofWealthManagement,Volume7,Number3(2003),pp.35–48.ThisarticleisreprintedwithpermissionfromInstitutionalInvestor,Inc.Chapter15,“PerformanceintheHedgeFundsIndustry:AnAnalysisofShort-andLong-TermPersistence”byP.-A.Barès,R.Gibson,andS.Gyge
4、roriginallyappearedintheJournalofAlternativeInvestments,Volume6,Number3(Winter2003).ThisarticleisreprintedwithpermissionfromInstitu-tionalInvestor,Inc.PublishedbyJohnWiley&Sons,Inc.,Hoboken,NewJersey.PublishedsimultaneouslyinCanada.Nopartofthispublicationmaybereproduced,storedinaretrieva
5、lsystem,ortransmittedinanyformorbyanymeans,electronic,mechanical,photocopying,recording,scanning,orotherwise,exceptaspermittedunderSection107or108ofthe1976UnitedStatesCopyrightAct,withouteitherthepriorwrittenpermissionofthePublisher,orauthorizationthroughpaymentoftheappropriateper-copyfe
6、etotheCopyrightClearanceCenter,222RosewoodDrive,Danvers,MA01923,978-750-8400,fax978-646-8600,orontheWebatwww.copyright.com.RequeststothePublisherforpermissionshouldbeaddressedtothePermissionsDepartment,JohnWiley&Sons,Inc.,111RiverStreet,Hoboken,NJ07030,201-748-6011,fax201-748-6008,oronli
7、neathttp://www.wileycom/go/permissions.LimitofLiability/DisclaimerofWarranty:Whilethepublisherandtheauthorhaveusedtheirbesteffortsinpreparingthisbook,theymakenorepresentationsorwarrantieswithrespecttotheaccuracyorcompletenessofthecontentsofthisbookandspecificallydisclaima
