Article: Research Eyes Strong Performance Minus the Fees

LONDON (HedgeWorld.com) - Funds of funds have become the punching bag for many who are inclined to bash hedge funds in general. Often it's the fees that draw the most criticism. Now some researchers are telling investors how to reproduce top returns of funds of funds without those irksome fees.

Harry M. Kat and Helder P. Palaro also believe their method could help investors that must rely on funds of funds achieve a better way to better evaluate their returns. They say most funds of hedge funds have failed to add value, and investors could trade S&P 500, Treasury bond and Eurodollar futures and produce similar returns.

Last year, Mr. Kat and City University Ph.D. student Mr. Palaro ...

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