Travail de recherche/Working paper
| Titre: |
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| Auteur: | Dewaele, Benoît; Pirotte, Hugues; Tuchschmid, N.; Wallerstein, E. |
| Statut de publication: | Publié, 2011-09 |
| series: | Working Papers CEB, 11-041 |
| Sujet CREF: | Economie |
| Sujet JEL: | Portfolio Choice; Investment Decisions |
| International Financial Markets | |
| Semiparametric and Nonparametric Methods | |
| Volumes/pages: | 36 p. |
| Mots-clés: | Hedge funds |
| funds of funds | |
| selection bias | |
| abnormal returns | |
| zero-alpha | |
| skilled and unskilled performance | |
| false discoveries | |
| Langue: | Anglais |
| Identificateurs: | RePEc:sol:wpaper:2013/97544 |
