Evaluating hedge funds with pooled benchmarks
Year of publication: |
January 2016
|
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Authors: | O'Doherty, Michael ; Savin, N. Eugene ; Tiwari, Ashish |
Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 62.2016, 1, p. 69-89
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Subject: | hedge funds | performance evaluation | model pooling | model combination | hedge fund replication | log score | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Hedging | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income | Benchmarking |
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