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:
Online Access:http://hdl.handle.net/10356/10125
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Institution: Nanyang Technological University
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