A Study of the Best Nested Linear Models for Hedge Funds Performance under An Out-of-sample Test
碩士 === 國立中興大學 === 統計學研究所 === 101 === The aim of this study is to find the best nested linear model for each strategy from the HFR Hedge Funds database. The datasets are chosen during July 1995 to December 2012, including 210 months in total. This study improves the models in references which are...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/78371314153063339039 |