Hedge Funds, Managerial Skill, and Macroeconomic Variables

Hedge Funds, Managerial Skill, and Macroeconomic Variables

Duplicate, see https://ink.library.smu.edu.sg/lkcsb_research/1867/. This paper evaluates hedge fund performance through portfolio strategies that incorporate predictability based on macroeconomic variables. Incorporating predictability substantially improves out-of-sample performance for the entire...

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Bibliographic Details
Main Authors: AVRAMOV, Doron, KOSOWSKI, Robert, NAIK, Narayan Y., TEO, Melvyn
Format: text
Language:English
Published: Institutional Knowledge at Singapore Management University 2011
Subjects:
hedge funds
predictability
managerial skills
macroeconomic variables
Finance and Financial Management
Portfolio and Security Analysis
Online Access:https://ink.library.smu.edu.sg/bnp_research/13
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1008&context=bnp_research
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Institution: Singapore Management University
Language: English

Internet

https://ink.library.smu.edu.sg/bnp_research/13
https://ink.library.smu.edu.sg/cgi/viewcontent.cgi?article=1008&context=bnp_research

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