Friday, January 9, 2009
Recovering Delisting Returns of Hedge Fund
By James E. Hodder, Professor - Finance, Investment and Banking, University of Wisconsin-Madison; Dr. Jens Jackwerth, Head Dept of Economics, University of Konstanz; and Olga Kolokolova, Research Asst., University of Konstanz
Their paper examines the issue of hedge fund performance estimation when a fund has stopped reporting returns to a commercial database and whether or not a return should be attributed to funds for the period they stop reporting.
Download the full article here
From the January 2009 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Their paper examines the issue of hedge fund performance estimation when a fund has stopped reporting returns to a commercial database and whether or not a return should be attributed to funds for the period they stop reporting.
Download the full article here
From the January 2009 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Labels: Barclay Insider Report, Barclay Insider Report Guest Article, currency funds, funds of hedge funds, hedge fund performance, hedge fund research, hedge fund risk, hedge funds
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