Do Hedge Funds Outperform Stocks and Bonds?
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- David E. Allen & Michael McAleer & Abhay K. Singh, 2016.
"A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies,"
Documentos de Trabajo del ICAE
2017-03, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico.
- Allen, D.E. & McAleer, M.J. & Singh, A.K., 2016. "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Econometric Institute Research Papers EI2016-46, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- David E. Allen & Michael McAleer & Abhay K. Singh, 2017. "A Multi-Criteria Portfolio Analysis of Hedge Fund Strategies," Tinbergen Institute Discussion Papers 17-013/III, Tinbergen Institute.
- Huang, Paoyu & Ni, Yensen, 2017. "Board structure and stock price informativeness in terms of moving average rules," The Quarterly Review of Economics and Finance, Elsevier, vol. 63(C), pages 161-169.
- Allen, D.E. & McAleer, M.J. & Singh, A.K., 2018. "A Multi-Criteria Financial and Energy Portfolio Analysis of Hedge Fund Strategies," Econometric Institute Research Papers EI2018-26, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Jackwerth, Jens Carsten & Slavutskaya, Anna, 2016. "The total benefit of alternative assets to pension fund portfolios," Journal of Financial Markets, Elsevier, vol. 31(C), pages 25-42.
- repec:eee:insuma:v:78:y:2018:i:c:p:255-266 is not listed on IDEAS
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Keywordshedge funds; stocks; bonds; almost stochastic dominance; manipulation-proof performance measure;
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