메뉴 건너뛰기




Volumn 29, Issue 2, 2003, Pages

Hedge fund index investing examined

Author keywords

[No Author keywords available]

Indexed keywords


EID: 0037413216     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2003.319878     Document Type: Article
Times cited : (11)

References (13)
  • 3
    • 0011065327 scopus 로고    scopus 로고
    • Offshore hedge funds: Survival and performance 1989-95
    • Brown, Stephen, William Goetzmann, and Roger G. Ibbotson. "Offshore Hedge Funds: Survival and Performance 1989-95." Journal of Business, 72 (1999), pp. 91-117.
    • (1999) Journal of Business , vol.72 , pp. 91-117
    • Brown, S.1    Goetzmann, W.2    Ibbotson, R.G.3
  • 5
    • 0035642473 scopus 로고    scopus 로고
    • An analysis of hedge fund performance: Excess returns, common risk factors, and manager skill
    • Edwards, Franklin R., and Mustafa O. Caglayan. "An Analysis of Hedge Fund Performance: Excess Returns, Common Risk Factors, and Manager Skill." Journal of Futures Markets, Vol. 21, No. 11 (2001a), pp. 1003-1028.
    • (2001) Journal of Futures Markets , vol.21 , Issue.11 , pp. 1003-1028
    • Edwards, F.R.1    Caglayan, M.O.2
  • 6
    • 0039254123 scopus 로고    scopus 로고
    • Hedge fund and commodity fund investments in bull and bear markets
    • (Summer)
    • _. "Hedge Fund and Commodity Fund Investments in Bull and Bear Markets." The Journal of Portfolio Management, Vol. 27, No. 4 (Summer 2001b), pp. 97-108.
    • (2001) The Journal of Portfolio Management , vol.27 , Issue.4 , pp. 97-108
  • 7
    • 85015683232 scopus 로고    scopus 로고
    • Hedge funds and managed futures as asset classes
    • Edwards, Franklin R., and Jimmy Liew. "Hedge Funds and Managed Futures as Asset Classes." The Journal of Derivatives, Vol. 6 (1999), pp. 45-64.
    • (1999) The Journal of Derivatives , vol.6 , pp. 45-64
    • Edwards, F.R.1    Liew, J.2
  • 8
    • 0031627052 scopus 로고    scopus 로고
    • Survivorship bias and investment style in the returns of CTAs
    • Fall
    • Fung, William, and David A. Hsieh. "Survivorship Bias and Investment Style in the Returns of CTAs." The Journal of Portfolio Management, Fall 1997, pp. 30-41.
    • (1997) The Journal of Portfolio Management , pp. 30-41
    • Fung, W.1    Hsieh, D.A.2
  • 9
    • 0000486548 scopus 로고
    • The performance of mutual funds in the period 1945-1964
    • Jensen, Michael C. "The Performance of Mutual Funds in the Period 1945-1964." Journal of Finance, 23 (1968), pp. 389-416.
    • (1968) Journal of Finance , vol.23 , pp. 389-416
    • Jensen, M.C.1
  • 11
    • 0013389334 scopus 로고    scopus 로고
    • Working paper, CISDM Isenberg School of Management, University of Massachusetts
    • _. "The Benefits of Hedge Funds." Working paper, CISDM Isenberg School of Management, University of Massachusetts, 1999.
    • (1999) The Benefits of Hedge Funds
  • 13
    • 0002716956 scopus 로고
    • Asset allocation: Management style and performance measurement
    • Sharpe, William F. "Asset Allocation: Management Style and Performance Measurement." The Journal of Portfolio Management, Vol. 18 (1992), pp. 7-19.
    • (1992) The Journal of Portfolio Management , vol.18 , pp. 7-19
    • Sharpe, W.F.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.