2003 Fall Seminar

HEDGE FUND INVESTING

Papers and Speakers
Note: Titles in blue indicate available link. Click on link to download paper.

• Irrationality and Hedge Funds
  – Richard Lindsey

• Hedge Fund Industry Structure and Regulatory Alternatives
  – Harvey Westbrook

• Managing Market Jumps and Short Volatility in Hedge Fund Portfolios
  – Mark Anson

• Do Hedge Funds Have Enough Capital?
  – Bing Liang

• A Hedge Fund Risk Factor Model
  – David Hsieh

• Hedge Funds: Getting the Most Out of Diversification
  – Francois-Serge Lhabitant

• Price Pressure Around Mergers
  – Mark Mitchell

• Time Diversification
  – Jack Treynor

• Go Down Fighting: Short Sellers vs. Firms
  – Owen Lamont

• Mutual Fund Flows and Performance in Rational Markets
  – Jonathan Berk

• Hedge Funds and Skewness
  – Harry Kat

(This website contains a selection of Harry Kat’s papers on the subject of hedge funds. He will discuss elements of several of these papers at the Q Group seminar)

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