Evaluating Hedge Fund Performance: Traditional Versus Conditional Approaches

Bhaswar Gupta; Burak Cerrahoglu; Alper Daglioglu

doi:10.3905/jai.2003.319096

Primary Article

Evaluating Hedge Fund Performance

Traditional Versus Conditional Approaches

Bhaswar Gupta, Burak Cerrahoglu and Alper Daglioglu

The Journal of Alternative Investments Winter 2003, 6 (3) 7-24; DOI: https://doi.org/10.3905/jai.2003.319096

Bhaswar Gupta

Research director

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: bhaswar@som.umass.edu

Burak Cerrahoglu

A research associate

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: burak@som.umass.edu

Alper Daglioglu

A research associate at the Center for International Securities and Derivatives Markets, Isenberg School of Management, The University of Massachusetts, Amherst, MA.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: alperd@som.umass.edu

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Alternative Investments

Vol. 6, Issue 3

Winter 2003

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Alternative Investments.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Evaluating Hedge Fund Performance

Message Subject (Your Name) has sent you a message from The Journal of Alternative Investments

Message Body (Your Name) thought you would like to see the The Journal of Alternative Investments web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

Evaluating Hedge Fund Performance