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Title: Active return performance of FoHF style allocation and implications for tactical asset allocation
Authors: Ang, Adam Ding Biao
How, Chee Koon
Xu, Daoxing
Keywords: DRNTU::Business::Finance::Asset allocation
Issue Date: 2006
Abstract: We examine the return persistence and predictability in individual hedge fund styles, active return performance of FoHF (Fund of Hedge Funds) portfolios and their implications for tactical asset allocation.
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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