Chasing performance persistence of hedge funds - Comparative analysis of evaluation techniques

We apply two complement methodologies (that is, stacked cross-sectional regression and quartile portfolio approach) in detecting the performance persistence of five different hedge fund styles. In addition, we compare the results obtained by using model-free performance metrics to those obtained by...

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Bibliographic details
Volume: 15
Main Author: Patari, Eero J
Tolvanen, Jussi
Format: Journal Article
Language: English
Zielgruppe: Academic
Place of publication: Basingstoke Palgrave Macmillan, a Division of Macmillan Publishers Ltd 01.11.2009
Palgrave Macmillan
published in: Journal of derivatives & hedge funds Vol. 15; no. 3; pp. 223 - 240
Data of publication: 2009-11-00
ISSN: 1753-9641
EISSN: 1753-965X
Discipline: Business
Online Access: available in Bonn?
Database: CrossRef
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