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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Bibliographic Details
Main Authors:	Chan, Pei Ying., Cheong, Wee Siong., Chiew, Chuanjin.
Other Authors:	Kang, Joseph Choong Seok
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Investments
Online Access:	http://hdl.handle.net/10356/10125
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-10125
record_format	dspace
spelling	sg-ntu-dr.10356-101252023-05-19T07:23:14Z Fund of hedge funds and information ratio performance of equity- and debt-oriented tactical asset allocations : evidence (1994-2005). Chan, Pei Ying. Cheong, Wee Siong. Chiew, Chuanjin. Kang, Joseph Choong Seok Nanyang Business School DRNTU::Business::Finance::Investments 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). 2008-09-24T07:40:21Z 2008-09-24T07:40:21Z 2006 2006 Final Year Project (FYP) http://hdl.handle.net/10356/10125 Nanyang Technological University application/pdf
institution	Nanyang Technological University
building	NTU Library
continent	Asia
country	Singapore Singapore
content_provider	NTU Library
collection	DR-NTU
topic	DRNTU::Business::Finance::Investments
spellingShingle	DRNTU::Business::Finance::Investments Chan, Pei Ying. Cheong, Wee Siong. Chiew, Chuanjin. Fund of hedge funds and information ratio performance of equity- and debt-oriented tactical asset allocations : evidence (1994-2005).
description	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).
author2	Kang, Joseph Choong Seok
author_facet	Kang, Joseph Choong Seok Chan, Pei Ying. Cheong, Wee Siong. Chiew, Chuanjin.
format	Final Year Project
author	Chan, Pei Ying. Cheong, Wee Siong. Chiew, Chuanjin.
author_sort	Chan, Pei Ying.
title	Fund of hedge funds and information ratio performance of equity- and debt-oriented tactical asset allocations : evidence (1994-2005).
title_short	Fund of hedge funds and information ratio performance of equity- and debt-oriented tactical asset allocations : evidence (1994-2005).
title_full	Fund of hedge funds and information ratio performance of equity- and debt-oriented tactical asset allocations : evidence (1994-2005).
title_fullStr	Fund of hedge funds and information ratio performance of equity- and debt-oriented tactical asset allocations : evidence (1994-2005).
title_full_unstemmed	Fund of hedge funds and information ratio performance of equity- and debt-oriented tactical asset allocations : evidence (1994-2005).
title_sort	fund of hedge funds and information ratio performance of equity- and debt-oriented tactical asset allocations : evidence (1994-2005).
publishDate	2008
url	http://hdl.handle.net/10356/10125
_version_	1772827649846018048

Fund of hedge funds and information ratio performance of equity- and debt-oriented tactical asset allocations : evidence (1994-2005).

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