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https://hdl.handle.net/10356/11132| Title: | Market neutrality of market neutral hedge funds : contemporaneous and projected neutrality 1998-2007. | Authors: | Lin, Joel Zhihan. Shi, Qiqi. Teo, Jiahao. |
Keywords: | DRNTU::Business::Finance::Funds | Issue Date: | 2008 | Abstract: | Using fund-level data, we analyze both the contemporaneous and projected market neutrality of market neutral hedge funds for the 1998–2007. We found that consistent with existing studies, the estimates of coefficient for the market betas in contemporaneous neutrality test are statistically insignificant. | URI: | http://hdl.handle.net/10356/11132 | Schools: | Nanyang Business School | 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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| File | Description | Size | Format | |
|---|---|---|---|---|
| NBS-REPORTS_46.pdf Restricted Access | 596.87 kB | Adobe PDF | View/Open |
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