Active return performance of FoHF style allocation and implications for tactical asset allocation

We examine the return persistence and predictability in individual hedge fund styles, active return performance of FoHF (Fund of Hedge Funds) portfolios and their implications for tactical asset allocation.

书目详细资料
Main Authors: Ang, Adam Ding Biao, How, Chee Koon, Xu, Daoxing
其他作者: Kang, Joseph Choong Seok
格式: Final Year Project (FYP)
出版: 2008
主题:
在线阅读:http://hdl.handle.net/10356/9993