An Analysis of Hedge Fund Performance
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KeywordsHedge Funds; Performance; Persistence; Carhart; Fama and Ffrench; CAPM; Dissolution frequencies; Survivorship Bias; Correlation; History Bias; Total Returns;
- G1 - Financial Economics - - General Financial Markets
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-FIN-2002-10-18 (Finance)
- NEP-FMK-2002-10-18 (Financial Markets)
- NEP-IFN-2002-10-18 (International Finance)
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