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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.
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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