Travail de recherche/Working paper
Titre: |
|
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 |