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|Title:||Hedge fund style investing : return persistence and information-ratio performance 1994-2004.||Authors:||Huang, Alys Meiting.
Kwan, Pui Wai.
Wong, Ke Ren.
|Keywords:||DRNTU::Business::Finance::Funds||Issue Date:||2005||Abstract:||Our applied research provides new evidence on the return persistence and the information-ratio performance of nine hedge fund strategies for the period from 1994 to 2004. The return persistence is measured by Hurst fractal exponent, whereas style portfolios’ performance is evaluated in terms of forward-looking information ratios.||URI:||http://hdl.handle.net/10356/9853||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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