A Study of the Performance of Elite Hedge Funds after Substantial Market Drawdown
碩士 === 國立中興大學 === 統計學研究所 === 100 === 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 May 1994 to December 2011. We can find the high point of a total of three times drawdown of the 20-year trend from the HFRI He...
Main Authors: | , |
---|---|
Other Authors: | |
Format: | Others |
Language: | zh-TW |
Published: |
2012
|
Online Access: | http://ndltd.ncl.edu.tw/handle/05811851290620760842 |