An Empirical Evaluation Of Hedge Fund Managerial Skills Using Bayesian Techniques
This paper makes use of the Bayesian method to evaluate hedge fund managers' selectivity, market timing and outperformance skills separately, and investigates their persistence from January 1995 to June 20101. We divide this sample period into four overlapping sub-sample periods that contain di...
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| Format: | Article |
| Language: | English |
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Asian Academy of Management (AAM),
2017.
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| Online Access: | Get fulltext |