Kugler, Peter; Henn-Overbeck, Jacqueline; Zimmermann, Heinz - In: Applied financial economics 20 (2010) 4/6, pp. 355-369
This article investigates the consistency of style returns of hedge funds across eight providers of style indexes. We select 10 style categories which are defined in a relatively consistent way across the various providers, so that the natural null hypothesis is that the returns should behave...
