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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Bibliographic Details
Main Authors: Kwan, Winnie., Tok, Suling., Tok, Sumin.
Other Authors: Kang, Joseph Choong Seok
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/10496
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Institution: Nanyang Technological University

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