The Peer Performance of Hedge Funds
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More about this item
Keywordsequal-performance ratio; false discovery rate; hedge fund; modified Sharpe ratio; out-performance ratio; peer group; performance measurement;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-09-26 (All new papers)
- NEP-EFF-2013-09-26 (Efficiency & Productivity)
- NEP-FMK-2013-09-26 (Financial Markets)
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