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

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.

Bibliographic Details
Main Authors: Ang, Adam Ding Biao, How, Chee Koon, Xu, Daoxing
Other Authors: Kang, Joseph Choong Seok
Format: Final Year Project (FYP)
Published: 2008
Subjects:
DRNTU::Business::Finance::Asset allocation
Online Access:http://hdl.handle.net/10356/9993

Internet

http://hdl.handle.net/10356/9993

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