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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| Main Authors: | , , , |
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| Format: | text |
| Language: | English |
| Published: |
Institutional Knowledge at Singapore Management University
2011
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| Subjects: | |
| 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 |