Active return performance of FoHF style allocation and implications for tactical asset allocation

We examine the return persistence and predictability in individual hedge fund styles, active return performance of FoHF (Fund of Hedge Funds) portfolios and their implications for tactical asset allocation.

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Bibliographic Details
Main Authors: Ang, Adam Ding Biao, How, Chee Koon, Xu, Daoxing
Other Authors: Kang, Joseph Choong Seok
Format: Final Year Project
Published: 2008
Subjects:
Online Access:http://hdl.handle.net/10356/9993
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Institution: Nanyang Technological University
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spelling sg-ntu-dr.10356-99932023-05-19T05:45:02Z Active return performance of FoHF style allocation and implications for tactical asset allocation Ang, Adam Ding Biao How, Chee Koon Xu, Daoxing Kang, Joseph Choong Seok Nanyang Business School DRNTU::Business::Finance::Asset allocation We examine the return persistence and predictability in individual hedge fund styles, active return performance of FoHF (Fund of Hedge Funds) portfolios and their implications for tactical asset allocation. 2008-09-24T07:38:37Z 2008-09-24T07:38:37Z 2006 2006 Final Year Project (FYP) http://hdl.handle.net/10356/9993 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::Asset allocation
spellingShingle DRNTU::Business::Finance::Asset allocation
Ang, Adam Ding Biao
How, Chee Koon
Xu, Daoxing
Active return performance of FoHF style allocation and implications for tactical asset allocation
description We examine the return persistence and predictability in individual hedge fund styles, active return performance of FoHF (Fund of Hedge Funds) portfolios and their implications for tactical asset allocation.
author2 Kang, Joseph Choong Seok
author_facet Kang, Joseph Choong Seok
Ang, Adam Ding Biao
How, Chee Koon
Xu, Daoxing
format Final Year Project
author Ang, Adam Ding Biao
How, Chee Koon
Xu, Daoxing
author_sort Ang, Adam Ding Biao
title Active return performance of FoHF style allocation and implications for tactical asset allocation
title_short Active return performance of FoHF style allocation and implications for tactical asset allocation
title_full Active return performance of FoHF style allocation and implications for tactical asset allocation
title_fullStr Active return performance of FoHF style allocation and implications for tactical asset allocation
title_full_unstemmed Active return performance of FoHF style allocation and implications for tactical asset allocation
title_sort active return performance of fohf style allocation and implications for tactical asset allocation
publishDate 2008
url http://hdl.handle.net/10356/9993
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