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ALTERNATIVE INVESTMENTS - Global Hedge Funds: Risk, Return, and Market Timing - Global hedge funds appear to excel at security selection but not market timing, and funds are significantly affected by incentive fees, fund size, and leverage.
Fung, Hung-Gay; Xu, Xiaoqing Eleanor; Yau, Jot - In: Financial analysts' journal : FAJ 58 (2002) 6, pp. 19-30
Persistent link: https://www.econbiz.de/10006260098