Assessing the performance of funds of hedge funds
B Dewaele, H Pirotte, N Tuchschmid… - … 2012 Annual Meetings …, 2011 - papers.ssrn.com
This paper studies the performance of a sample of funds of hedge funds (FoHFs) from January
1994 to August 2009. We apply the false discoveries (FD) technique of Barras, Scaillet …
1994 to August 2009. We apply the false discoveries (FD) technique of Barras, Scaillet …
[PDF][PDF] Does manager offshore experience count in the alternative UCITS universe?
This article examines the performance of alternative UCITS funds on the basis of manager
offshore experience and, additionally, the existence of an “equivalent” offshore hedge fund. …
offshore experience and, additionally, the existence of an “equivalent” offshore hedge fund. …
Portfolio Optimization for Hedge Funds through Time-Varying Coefficients
B Dewaele - Available at SSRN 2150056, 2013 - papers.ssrn.com
In this paper, we show the interest of the time-varying coefficient model in hedge fund
performance assessment and selection. We argue that the alpha of hedge funds is dynamic and …
performance assessment and selection. We argue that the alpha of hedge funds is dynamic and …
Leverage and Alpha: The Case of Funds of Hedge Funds
B Dewaele - Available at SSRN 2262425, 2013 - papers.ssrn.com
In this paper, we develop a theoretical model of fund of hedge fund net leverage and alpha
where the cost of borrowing is increasing with net leverage, thereby impacting the …
where the cost of borrowing is increasing with net leverage, thereby impacting the …
Time-Varying Style Analysis and the Leverage of Funds of Hedge Funds
B Dewaele - Available at SSRN 2155618, 2012 - papers.ssrn.com
20 years ago, Sharpe (1992) developed the Style Analysis for mutual funds; in this analysis,
the weights mutual funds allocate to major asset classes are constrained to sum up to 1. In …
the weights mutual funds allocate to major asset classes are constrained to sum up to 1. In …
[PDF][PDF] Conclusions des travaux de la commission «L'éducation dans la perspective du modèle social»
E Cantillon - apse.be
… Un point de départ est le graphique ci-dessous, repris de la contribution de Benoît Dewaele,
qui montre les performances moyennes lors de tests de lecture dans les écoles primaires …
qui montre les performances moyennes lors de tests de lecture dans les écoles primaires …
[PDF][PDF] avis de recherche
B GERARD, T HULHOVEN, A LEBLANC… - entrees-libres.be
Notre enseignement doit garantir à tous les acquis scolaires de base. On sait cependant que
certaines écoles concen-trant une série de difficultés sont particulièrement en peine face à …
certaines écoles concen-trant une série de difficultés sont particulièrement en peine face à …
[PDF][PDF] RAPPORT ANNEXE
P DE, À BRUXELLES - 2018 - midi.brussels
Ce chapitre rend compte des points de vue d’acteurs «clefs» de l’enseignement francophone
(tous réseaux) en Région bruxelloise à propos de la problématique du besoin de places …
(tous réseaux) en Région bruxelloise à propos de la problématique du besoin de places …
[CITATION][C] Pratiques d'écoles et équité
B De Waele - 2013 - SeGEC
[CITATION][C] Does manager offshore experience count in the alternative UCITS universe?
ID Markov, D Benoît, P Hugues, T Nils - … of alternative investments, summer 2013, vol …, 2013