The Effects of Management and Provision Accounts on Hedge Fund Returns - Part II : The Loss Carry Forward Scheme
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- Serge Darolles & Christian Gouriéroux, 2013. "The Effects of Management and Provision Accounts on Hedge Fund Returns - Part I : The High Water Mark Scheme," Working Papers 2013-22, Center for Research in Economics and Statistics.
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Keywords
Hedge Fund; Sharpe Performance; Manager Incentive; Loss Carry Forward; Performance Smoothing;All these keywords.
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