Do, Viet; Faff, Robert W.; Veeraraghavan, Madhu - In: Applied financial economics 19 (2009) 1/3, pp. 27-38
This article focuses on the performance of Australian hedge funds. Using a survivorship bias free sample, we investigate whether Australian hedge fund managers have the ability to outguess the market. Specifically, we test the market timing and volatility timing skills of fund managers. Our...
