Assessing hedge fund performance with institutional constraints: evidence from CTA funds
M Molyboga, S Baek, JFO Bilson - Journal of Asset Management, 2017 - Springer
Standard tests for persistence in hedge fund performance are not consistent with investment
practices because they ignore performance reporting delay, overlook fund selection …
practices because they ignore performance reporting delay, overlook fund selection …
[BOOK][B] Assessing hedge fund performance with institutional constraints
M Molyboga, S Baek, JFO Bilson - 2017 - cmegroup.com
Standard tests for anomalies in hedge fund returns are not consistent with investment
practices because they ignore performance reporting delay, overlook fund selection …
practices because they ignore performance reporting delay, overlook fund selection …
[BOOK][B] Évaluation de la persistance des commodity trading advisors (CTA), des facteurs ayant un impact sur celle-ci et de l'importance du facteur chance
S Lavoie-Ramsay - 2014 - biblos.hec.ca
Ce mémoire possède trois objectifs distincts. Premièrement, cet ouvrage tente de déterminer
l'existence d'une persistance dans la valeur ajoutée des gestionnaires de Commodity …
l'existence d'une persistance dans la valeur ajoutée des gestionnaires de Commodity …