Please use this identifier to cite or link to this item: https://hdl.handle.net/10356/9853
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dc.contributor.authorHuang, Alys Meiting.en_US
dc.contributor.authorKwan, Pui Wai.en_US
dc.contributor.authorWong, Ke Ren.en_US
dc.date.accessioned2008-09-24T07:37:05Z-
dc.date.available2008-09-24T07:37:05Z-
dc.date.copyright2005en_US
dc.date.issued2005-
dc.identifier.urihttp://hdl.handle.net/10356/9853-
dc.description.abstractOur 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.en_US
dc.rightsNanyang Technological Universityen_US
dc.subjectDRNTU::Business::Finance::Funds-
dc.titleHedge fund style investing : return persistence and information-ratio performance 1994-2004.en_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
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item.grantfulltextrestricted-
Appears in Collections:NBS Student Reports (FYP/IA/PA/PI)
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