An Excursion into the Statistical Properties of Hedge Fund Returns
Preprint
- 1 January 2002
- preprint
- Published by Elsevier BV in SSRN Electronic Journal
Abstract
No abstract availableThis publication has 4 references indexed in Scilit:
- Performance Characteristics of Hedge Funds and Commodity Funds: Natural vs. Spurious BiasesJournal of Financial and Quantitative Analysis, 2000
- Estimating Market Values from Appraised Values without Assuming an Efficient MarketJournal of Real Estate Research, 1993
- Smoothing in appraisal-based returnsThe Journal of Real Estate Finance and Economics, 1991
- Crisis in AfghanistanSurvival, 1980