The effectiveness of hedge fund strategies and managers’ skills during market crises: a fuzzy, non-parametric and Bayesian analysis
Ph.D. === This thesis investigates the persistence of hedge fund managers’ skills, the optimality of strategies they use to outperform consistently the market during periods of boom and/or recession, and the market risk encountered thereby. We consider a data set of monthly investment strategy indic...
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2012
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| Online Access: | http://hdl.handle.net/10210/8083 |