Bøker av Vikas Agarwal

Updates an earlier review by the authors. This book includes reviews of recent studies on topics that were covered in the earlier survey, and summarises research on new topics. These new topics cover a broad gamut of issues, ranging from hedge funds' use of leverage and exposure to different risks to their impact on various asset markets.

Summarises the academic research on hedge funds and commodity trading advisors. The hedge fund industry has grown tremendously over the recent years. According to some industry estimates, hedge funds have increased from $39 million in 1990 to about $972 million in 2004 and the number of hedge funds has gone up from 610 to 7,436 in the same period.