Assessing the impact of heteroskedasticity for evaluating hedge fund performance
Andrew Marshall; Leilei Tang
| Year of publication: |
2011
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|---|---|
| Authors: | Marshall, Andrew P. ; Tang, Leilei |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 20.2011, 1, p. 12-19
|
| Subject: | Alpha | Error rejection probability | Hedge fund performance | Heteroskedasticity | Wild bootstrap approach | Hedgefonds | Hedge fund | Bootstrap-Verfahren | Bootstrap approach | Heteroskedastizität | Heteroscedasticity | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement | Hedging |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009295930