00:00    |    
Initial credits
00:06    |    
Introduction by Luis Figueroa
00:13    |    
How would you describe the focus of the book Reconsidering Funds of Hedge Funds by Greg N. Gregoriou, in which you contributed with one chapter?
Financial crisis of 2008
01:17    |    
What are funds of hedge funds?
Advantages of holding funds of hedge funds
02:19    |    
For what type of readers is this book intended?
02:51    |    
How would you summarize the chapter you contributed with?
Predicting performance of funds of hedge funds
Hedge fund research results
05:49    |    
With respect to the existing literature, what are the main contributions of this chapter?
Forecasting results on funds of hedge funds
Before, during and after analysis of hedge funds in the 2008 financial crisis
Markov Regime-Switching approach
Endogenous switching autoregressive model
10:07    |    
What are your ongoing works based on this publication?
11:07    |    
Final words
11:15    |    
Final credits




Comments on the Book: “Reconsidering Funds of Hedge Funds”

09 de abril de 2013   | Vistas: 10 |  

Luis Figueroa speaks with Szabolcs Blazsek in regards to his contribution on the book, Reconsidering Funds of Hedge Funds: The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance and Due Diligence, by Greg N. Gregoriou. He discusses the main topics that this book covers, specifically the chapter he contributed with. Blazsek explains that funds of hedge funds are those which invest in different hedge funds to spread the risks and also talks about how they were affected during the 2008 financial crisis in the United States. Based on his writings, Blazsek comments on his findings on the behavior of these financial tools using certain econometric models and shares some of the work he is currently doing, based on these ideas.

Szabolcs Blazsek is professor of Finance and Econometrics at the School of Business of Universidad Francisco Marroquín. Previously, he worked…


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Universidad Francisco Marroquín