Using Model-Dependent and Model-Free Measures to Test Hedge Funds'' Performance While Controlling for the Data-Snooping Effect
碩士 === 國立中興大學 === 統計學研究所 === 99 === The purpose of this study is to test the performances of the monthly returns of the Hedge Fund Research. The dataset spans a period from July 1995 to June 2010, and the number of hedge fund is 6624. We use the stepwise superior predict ability test of Hsu et al. f...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2011
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| Online Access: | http://ndltd.ncl.edu.tw/handle/99625938724220647121 |