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Measurement biases in hedge fund performance data : an update
Fung, William; Hsieh, David A. - In: Financial analysts' journal : FAJ 65 (2009) 3, pp. 36-38
Persistent link: https://www.econbiz.de/10003863865
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PORTFOLIO MANAGEMENT - Hedge Fund Benchmarks: A Risk-Based Approach
Fung, William; Hsieh, David A. - In: Financial analysts' journal : FAJ 60 (2004) 5, pp. 65-80
Persistent link: https://www.econbiz.de/10006242542
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ALTERNATIVE INVESTMENTS - Asset-Based Style Factors for Hedge Funds - Asset-based style factors provide explicit descriptions of hedge fund strategies, such as trend following, and can be measured by using market prices.
Fung, William; Hsieh, David A. - In: Financial analysts' journal : FAJ 58 (2002) 5, pp. 16-27
Persistent link: https://www.econbiz.de/10006262186
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ALTERNATIVE INVESTMENTS - Hedge-Fund Benchmarks: Information Content and Biases - Funds of hedge funds provide more information and fewer biases than do aggregates of individual funds for constructing hedge-fund benchmarks.
Fung, William; Hsieh, David A. - In: Financial analysts' journal : FAJ 58 (2002) 1, pp. 22-34
Persistent link: https://www.econbiz.de/10006268947
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PERSPECTIVES - Measurement Biases in Hedge Fund Performance Data: An Update
Fung, William; Hsieh, David A. - In: Financial analysts' journal : FAJ 65 (2009) 3, pp. 36-39
Persistent link: https://www.econbiz.de/10008262542