Travail de recherche/Working paper
| Titre: |
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| Auteur: | Dewaele, Benoît |
| Statut de publication: | Publié, 2013-09-18 |
| series: | Working Papers CEB, 13-032 |
| Sujet CREF: | Economie |
| Sujet JEL: | Single Equation Models; Single Variables: Time-Series Models |
| Portfolio Choice; Investment Decisions | |
| Pension Funds; Other Private Financial Institutions; Institutional Investors | |
| Volumes/pages: | 56 p. |
| Mots-clés: | Hedge Funds |
| Time-Varying Coefficient Models | |
| Alpha | |
| Performance Persistence | |
| Langue: | Anglais |
| Identificateurs: | RePEc:sol:wpaper:2013/149174 |
