On the Persistence Tests of Hedge Funds’ Abnormal Returns under Different Factor Models ─ the Bayesian Approach versus the OLS Approach
碩士 === 國立中興大學 === 統計學研究所 === 100 === The main thrust of this study is to test the performance of hedge funds reported by Hedge Fund Research, Inc. The HFR hedge funds dataset spans a period from June 1994 to May 2011, and contains a total of 8920 hedge funds. We apply the ordinary least square metho...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2012
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| Online Access: | http://ndltd.ncl.edu.tw/handle/v4hu9m |