Evaluation of Hedge Funds Performance
Hedge funds are private investment funds characterized by unconventional strategies. This thesis employed multi-factor CAPM to evaluate the performance, or manager skill of hedge funds investment segments by using CSFB/Tremont Hedge Fund Indices from January 1994 to September 2005. The performance e...
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| Format: | Others |
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Digital Archive @ GSU
2006
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| Online Access: | http://digitalarchive.gsu.edu/math_theses/15 http://digitalarchive.gsu.edu/cgi/viewcontent.cgi?article=1014&context=math_theses |