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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2008
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Online Access: | http://hdl.handle.net/10356/9993 |
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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 |
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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 |
_version_ |
1770564895659524096 |