Article
Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data
Monica Billio, Mila Getmansky and Loriana Pelizzon
The Journal of Alternative Investments Summer 2009, 12 (1) 21-38; DOI: https://doi.org/10.3905/JAI.2009.12.1.021
Monica Billio
is a professor of econometrics at Dipartimento di Scienze Economiche, Università Ca’ Foscari Venezia, and a fellow at School for Advanced Studies, Venice Foundation in Venezia, Italy.
Mila Getmansky
is an assistant professor at Isenberg School of Management, University of Massachusetts in Amherst, MA.
Loriana Pelizzon
is an associate professor of economics at Dipartimento di Scienze Economiche, Università Ca’ Foscari Venezia, and a fellow at School for Advanced Studies, Venice Foundation in Venezia, Italy.
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In this issue
The Journal of Alternative Investments
Vol. 12, Issue 1
Summer 2009
Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data
Mila Getmansky, Loriana Pelizzon
The Journal of Alternative Investments Jun 2009, 12 (1) 21-38; DOI: 10.3905/JAI.2009.12.1.021