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THE WORLD OF HEDGE FUNDS Characteristics and Analysis CONTENTS FRONT MATTER i WORKING PAPERS: “HEDGE” FUNDS Sanjiv Ranjan Das 1 SIFTING THROUGH THE WRECKAGE: LESSONS FROM RECENT HEDGE-FUND LIQUIDATIONS Mila Getmansky, Andrew W. Lo and Shauna X. Mei 7 THE DANGERS OF MECHANICAL INVESTMENT DECISION-MAKING: THE CASE OF HEDGE FUNDS Harry M. Kat 49 UNDERSTANDING MUTUAL FUND AND HEDGE FUND STYLES USING RETURN-BASED STYLE ANALYSIS Arik Ben Dor, Ravi Jagannathan and Iwan Meier 63 ALTERNATIVE INVESTMENTS: CTAs, HEDGE FUNDS, AND FUNDS-OF-FUNDS Bing Liang 109 MANAGED FUTURES AND HEDGE FUNDS: A MATCH MADE IN HEAVEN Harry M. Kat 129 FEES ON FEES IN FUNDS OF FUNDS Stephen J. Brown, William N. Goetzmann and Bing Liang 141 EXTRACTING PORTABLE ALPHAS FROM EQUITY LONG/SHORT HEDGE FUNDS William Fung and David A. Hsieh 161 AIRAP—ALTERNATIVE RAPMs FOR ALTERNATIVE INVESTMENTS Milind Sharma 181 Back

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