Hedge Fund Characteristics and Performance Persistence

European Financial Management

Volumn 19, Issue 2, 2013, Pages 209-250

  Ammann, Manuel ^a   Huber, Otto ^a   Schmid, Markus ^b  

^a UNIVERSITY OF ST GALLEN   (Switzerland)

^b UNIVERSITY OF MANNHEIM   (Germany)

Author keywords

alpha; factor models; hedge funds; performance; performance persistence

Indexed keywords

EID: 85027929074     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2010.00574.x     Document Type: Article

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