Hedge-Fund Benchmarks: Information Content and Biases-Reference-Cited by-同舟云学术

Hedge-Fund Benchmarks: Information Content and Biases

Published:2002-01 Issue:1 Volume:58 Page:22-34
ISSN:0015-198X
Container-title:Financial Analysts Journal
language:en
Short-container-title:Financial Analysts Journal

Author:

Fung William¹,Hsieh David A.²

Affiliation:

1. William Fung is co-CEO at PI Asset Management, LLC, Delaware, and a visiting research professor at the Centre for Hedge Fund Research and Education, London Business School, United Kingdom.

2. David A. Hsieh is professor of finance at the Fuqua School of Business, Duke University, Durham, North Carolina.

Publisher

Informa UK Limited

Subject

Economics and Econometrics,Finance,Accounting

Link

https://www.tandfonline.com/doi/pdf/10.2469/faj.v58.n1.2507

Reference14 articles.

1. The Performance of Hedge Funds: Risk, Return, and Incentives

2. Offshore Hedge Funds: Survival and Performance, 1989–95

3. Survivorship Bias in Performance Studies

4. Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds

5. Survivorship Bias and Investment Style in the Returns of CTAs

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