Author:
Darolles Serge,Vaissié Mathieu
Reference43 articles.
1. Measuring Investment Performance in a Rational -Expectations Equilibrium-Model;? Admati;Journal of Business,1985
2. Multi-Period Performance Persistence Analysis of Hedge Funds;? Agarwal;Journal of Financial and Quantitative Analysis,2000
3. Timing Decisions and the Behavior of Systematic Risk;? Alexander;Journal of Financial and Quantitative Analysis,1982
4. Predictability in Hedge Fund Returns;? Amenc;Financial Analysts Journal,2003
5. Indexing Hedge Fund Indices;? Amenc;Hedge Fund Intelligent Investing,2004