Is stellar hedge fund performance for real?
We apply a robust bootstrap to evaluate the performance of a large universe of hedge funds. Our bootstrap estimates indicate that the performance of the top hedge funds cannot be attributed to chance alone. This is true even after adjusting for back fill bias, serial correlation, and structural brea...
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| المؤلفون الرئيسيون: | , , |
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| التنسيق: | text |
| اللغة: | English |
| منشور في: |
Institutional Knowledge at Singapore Management University
2005
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| الموضوعات: | |
| الوصول للمادة أونلاين: | https://ink.library.smu.edu.sg/lkcsb_research/5370 https://ink.library.smu.edu.sg/context/lkcsb_research/article/6369/viewcontent/SSRN_id675765.pdf |
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| المؤسسة: | Singapore Management University |
| اللغة: | English |