Assessing the Performance of Funds of Hedge Funds
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More about this item
KeywordsHedge funds; funds of funds; selection bias; abnormal returns; zero-alpha; skilled and unskilled performance; false discoveries;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
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