Showing 1 - 2 of 2
Persistent link: https://www.econbiz.de/10010415726
This paper examines herding among hedge fund styles and uncovers new intuitions about the industry. By examining hedge fund style index returns using four techniques, we show that perceptions of herding may differ based on the choice of analytical method. Our analysis with independent component...
Persistent link: https://www.econbiz.de/10013000726