Hedge fund performance due to skill or luck?
In this study we examine the proportion of false discovery rate exists amongst the individual funds in Hedge Fund Research (HFR) database. Applying the Fung and Hsieh (2004) seven-factor model in a time series regression along with a statistical false discovery rate methodology construct the main fr...
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| Format: | Dissertation |
| Language: | English |
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University of Oulu
2014
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| Online Access: | http://urn.fi/URN:NBN:fi:oulu-201404241298 http://nbn-resolving.de/urn:nbn:fi:oulu-201404241298 |