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Title: Fund of hedge funds and information ratio performance of equity- and debt-oriented tactical asset allocations : evidence (1994-2005).
Authors: Chan, Pei Ying.
Cheong, Wee Siong.
Chiew, Chuanjin.
Keywords: DRNTU::Business::Finance::Investments
Issue Date: 2006
Abstract: After documenting the return persistence and predictability of Hedge funds, we examine the information ratio performance of FoHF (Fund of Hedge Funds) portfolios for the 1994-2005 period. We also analyze the return enhancing role of FoHF in equity- and debt-oriented TAAs (tactical asset allocations).
Rights: Nanyang Technological University
Fulltext Permission: restricted
Fulltext Availability: With Fulltext
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)

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