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...

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Bibliographic Details
Main Authors: Shuo-Wen Zhang, 張碩文
Other Authors: 許英麟
Format: Others
Language:zh-TW
Published: 2012
Online Access:http://ndltd.ncl.edu.tw/handle/05811851290620760842

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