Gibson, Rajna; Gyger, Sébastien - In: European Financial Management 13 (2007) 2, pp. 287-308
"This study examines the style classification and the style consistency of hedge funds using a new proprietary database over the period May 1989 to April 1999. First, a hard clustering procedure is applied to classify hedge funds into homogeneous groups. It is shown that the methodology is...
