Hedge fund return predictability with a random coefficient model
The recent academic literature has shown that some hedge funds are persistently able to provide superior risk-adjusted returns. Naturally such performance arises a question whether the performance could be predicted. This study proposes a predictive model to forecast future hedge fund returns using...
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| Format: | Dissertation |
| Language: | English |
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University of Oulu
2013
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| Online Access: | http://urn.fi/URN:NBN:fi:oulu-201306061554 http://nbn-resolving.de/urn:nbn:fi:oulu-201306061554 |