The alpha and omega of fund of hedge fund added value
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- Serge Darolles & Mathieu Vaissié, 2012. "The alpha and omega of fund of hedge fund added value," Post-Print halshs-00677718, HAL.
References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Benoît Dewaele, 2013. "Leverage and Alpha: The Case of Funds of Hedge Funds," Working Papers CEB 13-033, ULB -- Universite Libre de Bruxelles.
More about this item
KeywordsFunds of hedge funds; Performance attribution model; Strategic allocation; Active management; Kalman filter;
- C23 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Models with Panel Data; Spatio-temporal Models
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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