Portfolio Performance Manipulation and Manipulation-proof Performance Measures
Author:
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics,Finance,Accounting
Link
http://academic.oup.com/rfs/article-pdf/20/5/1503/5245420/hhm025.pdf
Reference30 articles.
1. Multi-Period Performance Persistence Analysis of Hedge Funds
2. Brown S. Gallagher D. R. Steenbeek O. W. Swan P. L. Double or Nothing: Patterns of Equity Fund Holdings and Transactions. 2004. Working Paper, Stern School of Management, NYU.
3. Mutual fund styles
4. Portfolio Performance Measurement: Theory and Evidence;Chen;Review of Financial Studies,1996
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