1. CTAs are a particular category in the hedge fund world. Some authors consider them as part of the hedge fund world (Fung and Hsieh, 1997; Schneeweis and Spurgin, 2000), whereas others study them by separating them from hedge funds (Liang, 2003) or study them on a stand-alone basis;Csfb Hfr;LJH Global Investment, Mar, Altvest and Magnum. 69 Brooks and Kat,2000
2. Portfolio Optimization and Hedge Fund Style Allocation Decisions
3. Kendall rank correlation;H Abdi;Encyclopedia of Measurement and Statistics,2007
4. The Performance of Hedge Funds: Risk, Return, and Incentives;C Ackermann;Journal of Finance,1999