Investing in Hedge Funds when Returns are Predictable
This paper evaluates hedge fund performance through portfolio strategies that incorporate predictability in managerial skills, fund risk loadings, and benchmark returns. Incorporating predictability substantially improves performance for the entire universe of hedge funds as well as various subsets...
محفوظ في:
| المؤلفون الرئيسيون: | , , , |
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| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2007
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/lkcsb_research/1428 https://ink.library.smu.edu.sg/context/lkcsb_research/article/2427/viewcontent/InvestingHedgeFundPredictable_2007_EFA.pdf |
| الوسوم: |
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