Hedge fund style investing : return persistence and information-ratio performance 1994-2004.

Our applied research provides new evidence on the return persistence and the information-ratio performance of nine hedge fund strategies for the period from 1994 to 2004. The return persistence is measured by Hurst fractal exponent, whereas style portfolios’ performance is evaluated in terms of forw...

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Bibliographic Details
Main Authors:	Huang, Alys Meiting., Kwan, Pui Wai., Wong, Ke Ren.
Other Authors:	Kang, Joseph Choong Seok
Format:	Final Year Project
Published:	2008
Subjects:	DRNTU::Business::Finance::Funds
Online Access:	http://hdl.handle.net/10356/9853
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Institution:	Nanyang Technological University

id	sg-ntu-dr.10356-9853
record_format	dspace
spelling	sg-ntu-dr.10356-98532023-05-19T05:41:36Z Hedge fund style investing : return persistence and information-ratio performance 1994-2004. Huang, Alys Meiting. Kwan, Pui Wai. Wong, Ke Ren. Kang, Joseph Choong Seok Nanyang Business School DRNTU::Business::Finance::Funds Our applied research provides new evidence on the return persistence and the information-ratio performance of nine hedge fund strategies for the period from 1994 to 2004. The return persistence is measured by Hurst fractal exponent, whereas style portfolios’ performance is evaluated in terms of forward-looking information ratios. 2008-09-24T07:37:05Z 2008-09-24T07:37:05Z 2005 2005 Final Year Project (FYP) http://hdl.handle.net/10356/9853 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::Funds
spellingShingle	DRNTU::Business::Finance::Funds Huang, Alys Meiting. Kwan, Pui Wai. Wong, Ke Ren. Hedge fund style investing : return persistence and information-ratio performance 1994-2004.
description	Our applied research provides new evidence on the return persistence and the information-ratio performance of nine hedge fund strategies for the period from 1994 to 2004. The return persistence is measured by Hurst fractal exponent, whereas style portfolios’ performance is evaluated in terms of forward-looking information ratios.
author2	Kang, Joseph Choong Seok
author_facet	Kang, Joseph Choong Seok Huang, Alys Meiting. Kwan, Pui Wai. Wong, Ke Ren.
format	Final Year Project
author	Huang, Alys Meiting. Kwan, Pui Wai. Wong, Ke Ren.
author_sort	Huang, Alys Meiting.
title	Hedge fund style investing : return persistence and information-ratio performance 1994-2004.
title_short	Hedge fund style investing : return persistence and information-ratio performance 1994-2004.
title_full	Hedge fund style investing : return persistence and information-ratio performance 1994-2004.
title_fullStr	Hedge fund style investing : return persistence and information-ratio performance 1994-2004.
title_full_unstemmed	Hedge fund style investing : return persistence and information-ratio performance 1994-2004.
title_sort	hedge fund style investing : return persistence and information-ratio performance 1994-2004.
publishDate	2008
url	http://hdl.handle.net/10356/9853
_version_	1770565893014683648

Hedge fund style investing : return persistence and information-ratio performance 1994-2004.

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