The performance of hedge funds in the presence of errors in variables
Year of publication: |
2005
|
---|---|
Authors: | Coën, Alain ; Desfleurs, Aurélie ; Hübner, Georges ; Racicot, François-Éric |
Published in: |
Hedge funds : insights in performance measurement, risk analysis, and portfolio allocation. - Hoboken : John Wiley, ISBN 0-471-73743-7. - 2005, p. 381-401
|
Subject: | Hedgefonds | Hedge fund | Performance-Messung | Performance measurement | Investmentfonds | Investment Fund | Hedging | Theorie | Theory |
-
Explaining hedge fund investment styles by loss aversion
Siegmann, Adriaan Hendrik, (2002)
-
Spanning tests for assets with option-like payoffs : the case of hedge funds
Karehnke, Paul, (2020)
-
A new efficiency test for ranking investments : application to hedge fund performance
Bernard, Carole, (2019)
- More ...
-
Capital asset pricing models revisited : evidence from errors in variables
Coën, Alain, (2007)
-
Cavenaile, Laurent, (2011)
-
Dynamic hedge fund style analysis with errors-in-variables
Bodson, Laurent, (2010)
- More ...