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...

Full description

Saved in:
Bibliographic Details
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:
Online Access:http://hdl.handle.net/10356/9918
Tags: Add Tag
No Tags, Be the first to tag this record!
Institution: Nanyang Technological University