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Volumn 58, Issue 1, 2002, Pages 22-34

Hedge-Fund Benchmarks: Information Content and Biases

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EID: 0042954524     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v58.n1.2507     Document Type: Article
Times cited : (107)

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    • Fung, W., and D.A. Hsieh. 1997a. "Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge Funds." Review of Financial Studies, vol. 10, no. 2 (April):275-302.
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  • 5
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  • 8
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    • September
    • _. 2000b. "Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious Biases." Journal of Financial and Quantitative Analysis, vol. 35, no. 3 (September):291-307.
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  • 9
    • 0035595435 scopus 로고    scopus 로고
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    • June
    • _. 2001. "The Risk in Hedge Fund Strategies: Theory and Evidence from Trend Followers." Review of Financial Studies, vol. 41, no. 2 (June):313-341.
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  • 10
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    • (1989) Journal of Business , vol.62 , Issue.3 , pp. 393-416
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  • 11
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    • Hedge Funds: The Living and the Dead
    • September
    • Liang, B. 2000. "Hedge Funds: The Living and the Dead." Journal of Financial and Quantitative Analysis, vol. 35, no. 3 (September):309-336.
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  • 12
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    • Fall
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    • Sharpe, W.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.