نتایج جستجو برای: fund performance
تعداد نتایج: 1066090 فیلتر نتایج به سال:
Journal:
:Journal of Financial Economics
2002
Journal:
:Korean Journal of Financial Studies
2020
Journal:
:International Journal for Research in Applied Science and Engineering Technology
2019
Journal:
:Applied Economics Letters
2011
Journal:
:SSRN Electronic Journal
2010
Journal:
:Journal of Financial and Quantitative Analysis
2017
Journal:
:Financial Review
2019
Journal:
:SSRN Electronic Journal
2004
Journal:
:Financial Analysts Journal
2021
This article documents a decline in aggregate hedge fund performance over the past decade. We tested whether set of prediction models can select subsets individual funds that buck trend and subsequently outperform. Two predictors reliably picked lowered volatility raised Sharpe ratio multi-asset-class portfolio relative to stock/bond full 1997–2016 sample. Hedge allocations reduced two subperio...
نمودار تعداد نتایج جستجو در هر سال
با کلیک روی نمودار نتایج را به سال انتشار فیلتر کنید