Do hedge funds hedge? be cautious in analyzing monthly returns

Journal of Portfolio Management

Volumn 28, Issue 1, 2001, Pages 6-19

  Asness, Clifford ^a   Krail, Robert ^a   Liew, John ^a  

^a NONE

Author keywords

[No Author keywords available]

Indexed keywords

EID: 33749593936     PISSN: 00954918     EISSN: None     Source Type: Journal    
DOI: 10.3905/jpm.2001.319819     Document Type: Article

References (12)

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4. Asness, Clifford. Market-Neutral Investing: Putring the 'Hedge' in Hedge Funds. Working paper, AQR Capital Management, 1998.
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11. Scholes, M., and J.T. Williams. Estimating Betas from Nonsynchronous Data.Journal of Financial Economics, 5 (1997).
12. Weisman, Andrew. The Dangers of Historical Hedge Fund Data. Working paper, Nikko Securities, 2000.