Hossein Kazemi

Alternative Investments

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both of the return series fail to reject zero autocorrelation, even though the estimated autocorrelation coefficients appear quite positive.

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      1

      “Hedge Funds Oversight Consultation Report,” Technical Committee of the International Organization of Securities Commissions, March 2009, www.iosco.org/library/pubdocs/ pdf/IOSCOPD288.pdf, p. 63.

      2

      Ibid.

      3

      Ibid.

      4

      “Changing Rules: The Regulation, Taxation and Distribution of Hedge Funds around the Globe,” PricewaterhouseCoopers, June 2009,

1

“Hedge Funds Oversight Consultation Report,” Technical Committee of the International Organization of Securities Commissions, March 2009, www.iosco.org/library/pubdocs/ pdf/IOSCOPD288.pdf, p. 63.

2

Ibid.

3

Ibid.

4

“Changing Rules: The Regulation, Taxation and Distribution of Hedge Funds around the Globe,” PricewaterhouseCoopers, June 2009, www.pwc.com/en_US/gx/investment-management-real-estate/pdf/changing-rules-0609.pdf, p. 28.

5

Ibid., p. 29.

6

“Hedge Funds Oversight Consultation Report,” pp. 56–60.

7

Ibid., p. 61.

8

“Changing Rules,” p. 15.

9

Ibid., p. 19.

10

Ibid., p. 24.

11

Ibid., pp. 45, 56.

12

Ibid., p. 58.

13

Ibid., pp. 66–67.

14

“Performance of Private versus Liquid Alternatives: How Big a Difference?” Cliffwater, June 2013, https://www.cliffwater.com/documents/1181513.

15

Stephen M. Horan and Thomas R. Robinson, “Taxes and Private Wealth Management in a Global Context,” www.cfainstitute.org/toolkit, Reading #70.

16

“Overview of U.S. Asset Management Regulation,” by the Regulatory Compliance Association's Senior Fellows from Practice, who are credited as contributing authors to this chapter.

17

Horan and Robinson, “Taxes and Private Wealth Management.”