Three Essays Exploring Hedge Fund Dynamics
Hedge fund managers are largely free to pursue dynamic trading strategies and standard static performance appraisal is no longer accurate for evaluating hedge funds. Accordingly, chapter 1 presents some new ways of analyzing hedge fund strategies following a dynamic linear regression model. Chapter...
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| Language: | ENG |
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ScholarWorks@UMass Amherst
2011
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| Online Access: | https://scholarworks.umass.edu/dissertations/AAI3461994 |