Assessing hedge fund performance with institutional constraints : evidence from CTA funds
Year of publication: |
December 2017
|
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Authors: | Molyboga, Marat ; Baek, Seungho ; Bilson, John F. |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 18.2017, 7, p. 547-565
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Subject: | Hedge funds | Commodity Trading Advisors | Performance persistence | Institutional investment | Hedgefonds | Hedge fund | Institutioneller Investor | Institutional investor | Kapitaleinkommen | Capital income | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement | Portfolio-Management | Portfolio selection |
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