Measurement biases in hedge fund performance data: An update

Financial Analysts Journal

Volumn 65, Issue 3, 2009, Pages 36-38

  Fung, William ^a   Hsieh, David A ^b  

^a LONDON BUSINESS SCHOOL   (United Kingdom)

^b DUKE UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 67949099197     PISSN: 0015198X     EISSN: None     Source Type: Journal    
DOI: 10.2469/faj.v65.n3.6     Document Type: Article

References (12)

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3. Brown, Stephen ]., William N. Goetzmann, and Roger G. Ibbot-son. 1999. "Offshore Hedge Funds: Survival and Performance, 1989-95." Journal of Business, vol. 72, no. 1 (January):91-118.
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7. -. 2000. "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.
8. Kosowski, Robert, Narayan Y. Naik, and Melvyn Teo. 2007. "Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis." Journal of Financial Economics, vol. 84, no. 1 (April):229-264.
9. Liang, Bing. 2000. "Hedge Funds: The Living and the Dead." Journal of Financial and Quantitative Analysis, vol. 35, no. 3 (September):309-326.
10. Malkiel, Burton G., and Atanu Saha. 2005. "Hedge Funds: Risk and Return." Financial Analysts Journal, vol. 61, no. 6 (November/ December):80-88.
11. Park, James. 1995. "Managed Futures as an Investment Asset." PhD dissertation, Columbia University.
12. Posthuma, Nolke, and Pieter Jelle van der Sluis. 2003. "A Reality Check on Hedge Funds Returns." Working paper (8 July): http://papers.ssrn. com/sol3/papers.cfm?abstract-id=438840.