메뉴 건너뛰기




Volumn 11, Issue 1, 2008, Pages 46-63

Performance of funds of hedge funds

Author keywords

[No Author keywords available]

Indexed keywords


EID: 44649108479     PISSN: 15347524     EISSN: None     Source Type: Journal    
DOI: 10.3905/jwm.2008.706272     Document Type: Article
Times cited : (15)

References (17)
  • 1
    • 44649122264 scopus 로고    scopus 로고
    • Fund of Hedge Funds: Rethinking Resource Requirements
    • Acito C., and P. Fisher. "Fund of Hedge Funds: Rethinking Resource Requirements." The Journal of Alternative Investments, Vol. 4, No. 4 (2002), pp. 25-35.
    • (2002) The Journal of Alternative Investments , vol.4 , Issue.4 , pp. 25-35
    • Acito, C.1    Fisher, P.2
  • 2
    • 44649116616 scopus 로고    scopus 로고
    • On the Relative Performance of Multi-Strategy and Funds of Hedge Funds
    • Agarwal, V, and J. Kale. "On the Relative Performance of Multi-Strategy and Funds of Hedge Funds." Journal of Investment Management (2007).
    • (2007) Journal of Investment Management
    • Agarwal, V.1    Kale, J.2
  • 3
    • 33846475988 scopus 로고    scopus 로고
    • Impact of Fund Size on Hedge Fund Performance
    • Ammann, M., and P. Moerth. "Impact of Fund Size on Hedge Fund Performance." Journal of Asset Management, Vol. 6, No. 3 (2005), pp. 219-238.
    • (2005) Journal of Asset Management , vol.6 , Issue.3 , pp. 219-238
    • Ammann, M.1    Moerth, P.2
  • 7
    • 33846529965 scopus 로고    scopus 로고
    • Performance Measurement of Hedge Funds Using Data Envelopment Analysis
    • Eling, M. "Performance Measurement of Hedge Funds Using Data Envelopment Analysis." Financial Markets and Port olio Management, Vol. 20, No. 4 (2006), pp. 442-471.
    • (2006) Financial Markets and Port olio Management , vol.20 , Issue.4 , pp. 442-471
    • Eling, M.1
  • 8
    • 0034416371 scopus 로고    scopus 로고
    • Performance Characteristics of Hedge Funds and Commodity Funds: Natural Versus Spurious Biases
    • Fung W, and D. Hsieh. "Performance Characteristics of Hedge Funds and Commodity Funds: Natural Versus Spurious Biases." Journal of Financial and Quantitative Analysis, 35 (2000), pp. 291-307.
    • (2000) Journal of Financial and Quantitative Analysis , vol.35 , pp. 291-307
    • Fung, W.1    Hsieh, D.2
  • 9
    • 44649168355 scopus 로고    scopus 로고
    • The Mortality of Funds of Hedge Funds
    • Gregoriou, G.N. "The Mortality of Funds of Hedge Funds." Journal of Wealth Management, Vol. 6, No. 1 (2003a), pp. 42-53.
    • (2003) Journal of Wealth Management , vol.6 , Issue.1 , pp. 42-53
    • Gregoriou, G.N.1
  • 10
    • 33747859246 scopus 로고    scopus 로고
    • Performance Appraisal of Funds of Hedge Funds Using Data Envelopment Analysis
    • Gregoriou, G.N. "Performance Appraisal of Funds of Hedge Funds Using Data Envelopment Analysis." Journal of Wealth Management, 5 (2003b), pp. 88-95.
    • (2003) Journal of Wealth Management , vol.5 , pp. 88-95
    • Gregoriou, G.N.1
  • 11
    • 44649107147 scopus 로고    scopus 로고
    • Funds of Hedge Funds: Industry Overview
    • Ineichen, A.M. "Funds of Hedge Funds: Industry Overview." Journal of Wealth Management, Vol. 4, No. 4 (2002a), pp. 47-62.
    • (2002) Journal of Wealth Management , vol.4 , Issue.4 , pp. 47-62
    • Ineichen, A.M.1
  • 12
    • 44649118764 scopus 로고    scopus 로고
    • The Alpha in Fund of Hedge Funds
    • Ineichen, A.M. "The Alpha in Fund of Hedge Funds." Journal of Wealth Management, Vol. 5, No. 1 (2002b), pp. 8-25.
    • (2002) Journal of Wealth Management , vol.5 , Issue.1 , pp. 8-25
    • Ineichen, A.M.1
  • 13
    • 44649162628 scopus 로고    scopus 로고
    • Kat, H.M. In Search of the Optimal Fund of Hedge Funds. Working paper, City University, 2002.
    • Kat, H.M. "In Search of the Optimal Fund of Hedge Funds." Working paper, City University, 2002.
  • 16
    • 0000706085 scopus 로고
    • A Simple Positive-Definite Heteroskedasticity and Autocorrelation Consistent Covariance Matrix
    • Newey, W., and K. West. "A Simple Positive-Definite Heteroskedasticity and Autocorrelation Consistent Covariance Matrix." Econometrica, 55 (1987), pp. 703-708.
    • (1987) Econometrica , vol.55 , pp. 703-708
    • Newey, W.1    West, K.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.