Estimating fees for managed futures: a continuous-time model with a knockout feature
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References listed on IDEAS
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- A. Harri & B. W. Brorsen, 2004. "Performance persistence and the source of returns for hedge funds," Applied Financial Economics, Taylor & Francis Journals, vol. 14(2), pages 131-141.
More about this item
KeywordsHedge Funds Managed Futures Incentive Fee High-WATER Marks Ruin;
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