Examining the Performance Persistence of Hedge Funds
碩士 === 國立成功大學 === 財務金融研究所 === 98 === Performance persistence is one of investors’ major concerns. This thesis adopts Hsu, Hsu and Kuan’s (2010) stepwise test for superior predictive ability (SSPA test) and Kosowski, Teimmermann, Wermers, and White’s (2006) cross-sectional alpha bootstrap as its majo...
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| Format: | Others |
| Language: | zh-TW |
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2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/61448253861248948903 |