On the performance of hedge funds

On the performance of hedge funds

This thesis investigates the performance of hedge funds, funds of hedge funds and alternative Ucits together with the determinants of this performance by using new or well-suited econometric techniques. As such, it lies at the frontier of finance and financial econometrics and contributes to both fi...

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Bibliographic Details
Main Author: Dewaele, Benoît
Other Authors: Pirotte, Hugues
Format: Doctoral Thesis
Language:fr
Published: Universite Libre de Bruxelles 2013
Subjects:
Economie
Hedge funds
Fonds spéculatifs
Time-Varying Coefficients
Leverage
Style Analysis
False Discovery Rate
Alpha
Performance
Alternative Ucits
Ucits
Hedge Funds
Funds of Hedge Funds
Online Access:http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209487

Internet

http://hdl.handle.net/2013/ULB-DIPOT:oai:dipot.ulb.ac.be:2013/209487

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