Evaluating hedge funds with pooled benchmarks
Michael S. O’Doherty (Department of Finance, Trulaske College of Business, University of Missouri, Columbia, Missouri), N. E. Savin (Department of Economics, Tippie College of Business, University of Iowa, Iowa City, Iowa), Ashish Tiwari (Department of Finance, Tippie College of Business, University of Iowa, Iowa City, Iowa)
| Year of publication: |
January 2016
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|---|---|
| Authors: | O'Doherty, Michael ; Savin, N. Eugene ; Tiwari, Ashish |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 62.2016, 1, p. 69-89
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| Subject: | hedge funds | performance evaluation | model pooling | model combination | hedge fund replication | log score | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Investmentfonds | Investment Fund | Hedging | Kapitaleinkommen | Capital income | Benchmarking |