Informationless investing and hedge fund performance measurement bias

Journal of Portfolio Management

Volumn 28, Issue 4, 2002, Pages

  Weisman, Andrew B ^a  

^a Strativarius Capital Management   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0036614811     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2002.319857     Document Type: Article

References (8)

1. Offshore hedge funds: Survival and performance 1989-95
2. Commodity fund performance: Is the information contained in fund prospectuses useful?
3. Empirical characteristics of dynamic trading strategies: The case of hedge funds
4. On the performance of hedge funds
5. A Review of hedge fund performance benchmarks
6. Multifactor analysis of hedge fund, managed futures, and mutual fund return and risk characteristics
7. Conservation of volatility and the interpretation of hedge fund data