Hedge fund investing : return persistence of style investing and style portfolio performance 1994-2004.

Hedge fund investing : return persistence of style investing and style portfolio performance 1994-2004.

Our applied research reexamines both the return persistence in nine style investing and the active return performance of style portfolios for the sample period from 1994 to 2004. Performance is evaluated in terms of forward-looking information ratios. The active returns and tracking errors are base...

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Main Authors: Chua, Janice Hui Li., Lee, Michelle Choon Ho., Leong, Elisa Mun Yee.
Other Authors: Kang, Joseph Choong Seok
Format: Final Year Project
Published: 2008
Subjects:
DRNTU::Business::Finance::Funds
Online Access:http://hdl.handle.net/10356/9918
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Institution: Nanyang Technological University
id sg-ntu-dr.10356-9918
record_format dspace
spelling sg-ntu-dr.10356-99182023-05-19T05:44:54Z Hedge fund investing : return persistence of style investing and style portfolio performance 1994-2004. Chua, Janice Hui Li. Lee, Michelle Choon Ho. Leong, Elisa Mun Yee. Kang, Joseph Choong Seok Nanyang Business School DRNTU::Business::Finance::Funds Our applied research reexamines both the return persistence in nine style investing and the active return performance of style portfolios for the sample period from 1994 to 2004. Performance is evaluated in terms of forward-looking information ratios. The active returns and tracking errors are based on returns projected from nine multi-factor projection models. 2008-09-24T07:37:47Z 2008-09-24T07:37:47Z 2005 2005 Final Year Project (FYP) http://hdl.handle.net/10356/9918 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
Chua, Janice Hui Li.
Lee, Michelle Choon Ho.
Leong, Elisa Mun Yee.
Hedge fund investing : return persistence of style investing and style portfolio performance 1994-2004.
description Our applied research reexamines both the return persistence in nine style investing and the active return performance of style portfolios for the sample period from 1994 to 2004. Performance is evaluated in terms of forward-looking information ratios. The active returns and tracking errors are based on returns projected from nine multi-factor projection models.
author2 Kang, Joseph Choong Seok
author_facet Kang, Joseph Choong Seok
Chua, Janice Hui Li.
Lee, Michelle Choon Ho.
Leong, Elisa Mun Yee.
format Final Year Project
author Chua, Janice Hui Li.
Lee, Michelle Choon Ho.
Leong, Elisa Mun Yee.
author_sort Chua, Janice Hui Li.
title Hedge fund investing : return persistence of style investing and style portfolio performance 1994-2004.
title_short Hedge fund investing : return persistence of style investing and style portfolio performance 1994-2004.
title_full Hedge fund investing : return persistence of style investing and style portfolio performance 1994-2004.
title_fullStr Hedge fund investing : return persistence of style investing and style portfolio performance 1994-2004.
title_full_unstemmed Hedge fund investing : return persistence of style investing and style portfolio performance 1994-2004.
title_sort hedge fund investing : return persistence of style investing and style portfolio performance 1994-2004.
publishDate 2008
url http://hdl.handle.net/10356/9918
_version_ 1770565214871224320

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