Travail de recherche/Working paper
Titre:
  • The Necessity to Correct Hedge Fund Returns: Empirical Evidence and Correction Method.
Auteur:Gallais-Hamonno, Georges; Nguyen-Thi-Thanh, Huyen
Statut de publication:Publié, 2007
series:Working papers CEB, 07-034.RS
Sujet CREF:Economie
Sujet JEL:Portfolio Choice; Investment Decisions
International Financial Markets
Volumes/pages:22 p.
Mots-clés:hedge funds
smoothed returns
performance evaluation
Sharpe ratio
Omega index.
Langue:Anglais
Identificateurs:RePEc:sol:wpaper:07-034

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