ALTERNATIVE INVESTMENTS - Global Hedge Funds: Risk, Return, and Market Timing - Global hedge funds appear to excel at security selection but not market timing, and funds are significantly affected by incentive fees, fund size, and leverage.
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|Authors:||Fung, Hung-Gay ; Xu, Xiaoqing Eleanor ; Yau, Jot|
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 58.2002, 6, p. 19-30
Fung, Hung-Gay, (2011)
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