ALTERNATIVE INVESTMENTS - Predictability in Hedge Fund Returns - Based on a linear multifactor model, the evidence of predictability in hedge fund returns is strong.
Year of publication: |
2003
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Authors: | Amenc, Noe͏̈l ; El Bied, Sina ; Martellini, Lionel |
Published in: |
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 59.2003, 5, p. 32-46
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