Les hedge funds ont-ils leur place dans un portefeuille institutionnel canadien?

Canadian Journal of Administrative Sciences

Volumn 20, Issue 3, 2003, Pages 209-223

  Desrosiers, Stéphanie ^a   Isabelle, Christine ^a   L'Her, Jean François ^a  

^a Caisse de Depot et Placement du Quebec   (Canada)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 0242542367     PISSN: 08250383     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1936-4490.2003.tb00312.x     Document Type: Article

References (14)

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2. Amin, G. & Kat, H.M. (2002a, January). Welcome to the dark side: Hedge funds attrition and survivorship bias over the period 1994-2001. Working Paper ISMA Center, University of Reading, pp. 1-26.
3. Amin, G. & Kat, H.M. (2002b, April). Stocks, bond and hedge funds: Not a free lunch! Working Paper ISMA Center, University of Reading, pp. 1-26.
4. Asness, C., Krail, R., & Liew, J. (2001, Fall). Do hedge funds hedge ? Journal of Portfolio Management, pp. 6-19.
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6. Brooks, C. & Kat, H.M. (2001, November). The statistical properties of hedge fund index returns and their implications for investors. Working Paper ISMA Center, University of Reading, pp. 1-31.
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9. Edwards, F.R. & Caglayan, M.O. (2001, Summer). Hedge fund and commodity fund investments in bull and bear markets. Journal of Portfolio Management, 97-108.
10. Fung, W. & Hsieh, D.A. (2000, September). Performance characteristics of hedge funds and commodity funds: Natural versus spurious biases. Journal of Financial and Quantitative Analysis, 55 (4), 291-307.
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13. Könberg, M. & Lindberg, M. (2001, Summer). Hedge funds: A review of historical performance. Journal of Alternative Investments, 21-31.
14. Liang, B. (2001, January/February). Hedge fund performance: 1990-1999. Financial Analysts Journal, 11-18.