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Quantitative Finance Volume 2, 2002 - Issue 6
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Comment and analysis

Risk considerations unique to hedge funds

Hilary Till Co‐founder and portfolio manager of Premia Capital Management, LLC, Chicago
Pages 409-411 | Published online: 15 Jul 2010

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Hillary Till & Joseph Eagleeye. (2003) Traditional investment versus absolute return programmes. Quantitative Finance 3:3, pages C42-C48.
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Articles from other publishers (2)

Josep Perelló. (2007) Downside Risk analysis applied to the Hedge Funds universe. Physica A: Statistical Mechanics and its Applications 383:2, pages 480-496.
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François‐Serge Lhabitant. 2004. Hedge Funds. Hedge Funds 325 334 .

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