On the Performance of Hedge Funds

Financial Analysts Journal

Volumn 55, Issue 4, 1999, Pages 72-85

  Liang, Bing ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0006218042     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v55.n4.2287     Document Type: Article

References (11)

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7. _. 1997b. "Survivorship Bias and Investment Style in the Returns of CTAs." Journal of Portfolio Management, vol. 24, no. 1 (Fall):30-41.
8. Grinblatt, M., and S. Titman. 1989. "Mutual Fund Performance: An Analysis of Quarterly Portfolio Holdings." Journal of Business, vol. 62, no. 3 (July):393-416.
9. Lakonishok, J., A. Shleifer, and R.W. Vishny. 1994. Contrarian Investment, Extrapolation, and Risk." Journal of Finance, vol. 49, no. 5 (December):1541-78.
10. Malkiel, B.G. 1995. "Returns from Investing in Equity Mutual Funds, 1971 to 1991." Journal of Finance, vol. 50, no. 2 (June):549-572.
11. Sharpe, W.F. 1992. "Asset Allocation: Management Style and Performance Measurement." Journal of Portfolio Management, vol. 18, no. 2 (Winter):7-19.