Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/10017
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dc.contributor.authorAng, Chin Heeen_US
dc.contributor.authorChan, Zi Wei
dc.contributor.authorLim, Weizhong
dc.date.accessioned2008-09-24T07:38:52Z
dc.date.available2008-09-24T07:38:52Z
dc.date.copyright2006en_US
dc.date.issued2006
dc.identifier.urihttp://hdl.handle.net/10356/10017
dc.description.abstractOur applied research provides evidence on the return persistence and the information-ratio performance of nine hedge fund strategies as a fund of hedge fund for the period from 1994 to 2005. The return persistence is measured by Hurst fractal exponent, whereas style portfolios’ performance is evaluated in terms of forward-looking information ratios.en_US
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Finance::Funds
dc.titleReturn persistence and predictability of fund of hedge fund and implications on tactical asset allocation 1994-2005en_US
dc.typeFinal Year Project (FYP)en_US
dc.contributor.supervisorKang, Joseph Choong Seoken_US
dc.contributor.schoolCollege of Business (Nanyang Business School)en_US
item.grantfulltextrestricted-
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Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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