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Volumn 10, Issue 2, 1997, Pages 275-302

Empirical characteristics of dynamic trading strategies: The case of hedge funds

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0031519866     PISSN: 08939454     EISSN: None     Source Type: Journal    
DOI: 10.1093/rfs/10.2.275     Document Type: Article
Times cited : (667)

References (12)
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    • Hlawitschka, W., 1996, "The Empirical Nature of Taylor-Series Approximations to Expected Utility," working paper, School of Business, Fairfield University; forthcoming in American Economic Review.
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    • Hlawitschka, W.1
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    • Assessing the market timing performance of managed portfolios
    • Jagannathan, R., and R. A. Korajczyk, 1986, "Assessing the Market Timing Performance of Managed Portfolios," Journal of Business, 59, 217-236.
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    • Jagannathan, R.1    Korajczyk, R.A.2
  • 7
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    • The performance of mutual funds in the period 1945-1964
    • Jensen, M. C., 1968, "The Performance of Mutual Funds in the Period 1945-1964," Journal of Finance, 23, 389-416.
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    • Jensen, M.C.1
  • 9
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    • Levy, H., and H. M. Markowitz, 1979, "Approximating Expected Utility by a Function of Mean and Variance," American Economic Review, 69, 308-317.
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  • 10
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    • Merton, R.C.1    Henriksson, K.D.2
  • 11
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    • Asset allocation: Management style and performance measurement
    • Sharpe, W. F., 1992, "Asset Allocation: Management Style and Performance Measurement," Journal of Portfolio Management, 18, 7-19.
    • (1992) Journal of Portfolio Management , vol.18 , pp. 7-19
    • Sharpe, W.F.1
  • 12
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    • Can mutual funds outguess the market?
    • Treynor, J., and K. Mazuy, 1966, "Can Mutual Funds Outguess the Market?" Harvard Business Review, 44, 131-136.
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