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Performance measurement of hedge funds managers

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  • Cristian TIU

    ()
    (Jacobs Management Center, University at Buffalo, Buffalo NY, USA)

  • Cosmin DOBRIN
  • Ion POPA
  • Constantin Bagu

Abstract

This article summarizes criteria used to identify investment talent in (especially hedge fund) managers and stresses the importance of identifying criteria that are not primarily soft but whose validity can be back tested.

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File URL: http://www.management.ase.ro/reveconomia/2008-2/8.pdf
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Bibliographic Info

Article provided by Faculty of Management, Academy of Economic Studies, Bucharest, Romania in its journal Economia. Seria Management.

Volume (Year): 11 (2008)
Issue (Month): 2 (December)
Pages: 38-48

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Handle: RePEc:rom:econmn:v:11:y:2008:i:2:p:38-48

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Related research

Keywords: Performance; Determinants of performance; Hedge funds;

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References

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  1. Jonathan B. Berk & Richard C. Green, 2004. "Mutual Fund Flows and Performance in Rational Markets," Journal of Political Economy, University of Chicago Press, vol. 112(6), pages 1269-1295, December.
  2. Andrew Ang & Robert J. Hodrick & Yuhang Xing & Xiaoyan Zhang, 2006. "The Cross-Section of Volatility and Expected Returns," Journal of Finance, American Finance Association, vol. 61(1), pages 259-299, 02.
  3. Almazan, Andres & Brown, Keith C. & Carlson, Murray & Chapman, David A., 2004. "Why constrain your mutual fund manager?," Journal of Financial Economics, Elsevier, vol. 73(2), pages 289-321, August.
  4. Brown, Stephen J, et al, 1992. "Survivorship Bias in Performance Studies," Review of Financial Studies, Society for Financial Studies, vol. 5(4), pages 553-80.
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