hedge fund and commodity fund investments in bull...
TRANSCRIPT
![Page 1: Hedge fund and commodity fund investments in bull …neumann.hec.ca/pages/nicolas.papageorgiou/qfm/papers/...Sharpe ratios for bull and bear markets are calculated using the standard](https://reader033.vdocument.in/reader033/viewer/2022043001/5f7c7fc907a8422c583c2211/html5/thumbnails/1.jpg)
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
Hedge fund and commodity fund investments in bull and bear marketsFranklin R Edwards; Mustafa Onur CaglayanJournal of Portfolio Management; Summer 2001; 27, 4; ABI/INFORM Globalpg. 97
![Page 2: Hedge fund and commodity fund investments in bull …neumann.hec.ca/pages/nicolas.papageorgiou/qfm/papers/...Sharpe ratios for bull and bear markets are calculated using the standard](https://reader033.vdocument.in/reader033/viewer/2022043001/5f7c7fc907a8422c583c2211/html5/thumbnails/2.jpg)
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
![Page 3: Hedge fund and commodity fund investments in bull …neumann.hec.ca/pages/nicolas.papageorgiou/qfm/papers/...Sharpe ratios for bull and bear markets are calculated using the standard](https://reader033.vdocument.in/reader033/viewer/2022043001/5f7c7fc907a8422c583c2211/html5/thumbnails/3.jpg)
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
![Page 4: Hedge fund and commodity fund investments in bull …neumann.hec.ca/pages/nicolas.papageorgiou/qfm/papers/...Sharpe ratios for bull and bear markets are calculated using the standard](https://reader033.vdocument.in/reader033/viewer/2022043001/5f7c7fc907a8422c583c2211/html5/thumbnails/4.jpg)
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
![Page 5: Hedge fund and commodity fund investments in bull …neumann.hec.ca/pages/nicolas.papageorgiou/qfm/papers/...Sharpe ratios for bull and bear markets are calculated using the standard](https://reader033.vdocument.in/reader033/viewer/2022043001/5f7c7fc907a8422c583c2211/html5/thumbnails/5.jpg)
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
![Page 6: Hedge fund and commodity fund investments in bull …neumann.hec.ca/pages/nicolas.papageorgiou/qfm/papers/...Sharpe ratios for bull and bear markets are calculated using the standard](https://reader033.vdocument.in/reader033/viewer/2022043001/5f7c7fc907a8422c583c2211/html5/thumbnails/6.jpg)
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
![Page 7: Hedge fund and commodity fund investments in bull …neumann.hec.ca/pages/nicolas.papageorgiou/qfm/papers/...Sharpe ratios for bull and bear markets are calculated using the standard](https://reader033.vdocument.in/reader033/viewer/2022043001/5f7c7fc907a8422c583c2211/html5/thumbnails/7.jpg)
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
![Page 8: Hedge fund and commodity fund investments in bull …neumann.hec.ca/pages/nicolas.papageorgiou/qfm/papers/...Sharpe ratios for bull and bear markets are calculated using the standard](https://reader033.vdocument.in/reader033/viewer/2022043001/5f7c7fc907a8422c583c2211/html5/thumbnails/8.jpg)
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
![Page 9: Hedge fund and commodity fund investments in bull …neumann.hec.ca/pages/nicolas.papageorgiou/qfm/papers/...Sharpe ratios for bull and bear markets are calculated using the standard](https://reader033.vdocument.in/reader033/viewer/2022043001/5f7c7fc907a8422c583c2211/html5/thumbnails/9.jpg)
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
![Page 10: Hedge fund and commodity fund investments in bull …neumann.hec.ca/pages/nicolas.papageorgiou/qfm/papers/...Sharpe ratios for bull and bear markets are calculated using the standard](https://reader033.vdocument.in/reader033/viewer/2022043001/5f7c7fc907a8422c583c2211/html5/thumbnails/10.jpg)
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
![Page 11: Hedge fund and commodity fund investments in bull …neumann.hec.ca/pages/nicolas.papageorgiou/qfm/papers/...Sharpe ratios for bull and bear markets are calculated using the standard](https://reader033.vdocument.in/reader033/viewer/2022043001/5f7c7fc907a8422c583c2211/html5/thumbnails/11.jpg)
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.
![Page 12: Hedge fund and commodity fund investments in bull …neumann.hec.ca/pages/nicolas.papageorgiou/qfm/papers/...Sharpe ratios for bull and bear markets are calculated using the standard](https://reader033.vdocument.in/reader033/viewer/2022043001/5f7c7fc907a8422c583c2211/html5/thumbnails/12.jpg)
Reproduced with permission of the copyright owner. Further reproduction prohibited without permission.