Fund of hedge funds and information ratio performance of equity- and debt-oriented tactical asset allocations : evidence (1994-2005).
After documenting the return persistence and predictability of Hedge funds, we examine the information ratio performance of FoHF (Fund of Hedge Funds) portfolios for the 1994-2005 period. We also analyze the return enhancing role of FoHF in equity- and debt-oriented TAAs (tactical asset allocations)...
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Main Authors: | , , |
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Format: | Final Year Project |
Published: |
2008
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/10125 |
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Institution: | Nanyang Technological University |
Summary: | After documenting the return persistence and predictability of Hedge funds, we examine the information ratio performance of FoHF (Fund of Hedge Funds) portfolios for the 1994-2005 period. We also analyze the return enhancing role of FoHF in equity- and debt-oriented TAAs (tactical asset allocations). |
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