Goltz, Felix; Martellini, Lionel; Vaissié, Mathieu - In: European Financial Management 13 (2007) 2, pp. 257-286
"Following a growing concern among investors about the quality of hedge fund index return data, this paper addresses the question of whether designing hedge fund indices that fulfil the usual requirements (in particular representative and investable) is or not a feasible task, given a variety of...