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

• Main Authors: Ang, Adam Ding Biao, How, Chee Koon, Xu, Daoxing
• Other Authors: Kang, Joseph Choong Seok
• Format: Final Year Project
• Published: 2008
• Subjects: DRNTU::Business::Finance::Asset allocation
• Online Access: http://hdl.handle.net/10356/9993
• Institution: Nanyang Technological University

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.