Information-ratio performance of fund-of-hedge-funds portfolio and tactical asset allocations : 1994-2006.
Using style-level data, we analyze the return persistence and predictability in nine hedge fund styles and their fund-of-hedge-funds portfolios for the 1994-2006 period. For most (seven) hedge fund styles, the return persistence was detected while statistically significant return persistence for all...
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Main Authors: | Kwan, Winnie., Tok, Suling., Tok, Sumin. |
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Other Authors: | Kang, Joseph Choong Seok |
Format: | Final Year Project |
Published: |
2008
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Subjects: | |
Online Access: | http://hdl.handle.net/10356/10496 |
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Institution: | Nanyang Technological University |
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