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 …

[PDF][PDF] Does manager offshore experience count in the alternative UCITS universe?

B Dewaele, I Markov, H Pirotte, N Tuchschmid - Working Papers CEB, 2011 - Citeseer
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. …

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 …

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 …

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 …

[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 …

[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 …

[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 …

[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