A primer on hedge funds
- 1 September 1999
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 6 (3) , 309-331
- https://doi.org/10.1016/s0927-5398(99)00006-7
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Survivorship Bias and Investment Style in the Returns of CTAsThe Journal of Portfolio Management, 1997
- Empirical Characteristics of Dynamic Trading Strategies: The Case of Hedge FundsThe Review of Financial Studies, 1997
- Benefits and Limitations of Diversification Among Commodity Trading AdvisorsThe Journal of Portfolio Management, 1996
- Asset allocationThe Journal of Portfolio Management, 1992