Predicting hedge fund performance when fund returns are skewed

Heuson, Andrea J., Hutchinson, Mark C. and Kumar, Alok 2019, Predicting hedge fund performance when fund returns are skewed, Financial Management, pp. 1-20, doi: 10.1111/fima.12304.

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Title Predicting hedge fund performance when fund returns are skewed
Author(s) Heuson, Andrea J.
Hutchinson, Mark C.
Kumar, Alok
Journal name Financial Management
Start page 1
End page 20
Total pages 20
Publisher Wiley
Place of publication London, England
Publication date 2019-01-01
ISSN 0046-3892
1755-053X
Keyword(s) fund-specific skewness
hedge funds
investment skill
performance measurement
performance persistence
Notes In Press
Language eng
DOI 10.1111/fima.12304
Indigenous content off
Field of Research 1502 Banking, Finance and Investment
HERDC Research category C1.1 Refereed article in a scholarly journal
ERA Research output type C Journal article
Persistent URL http://hdl.handle.net/10536/DRO/DU:30136546

Document type: Journal Article
Collections: Faculty of Business and Law
Department of Finance
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