Monday, February 9, 2009
Selectivity and Timing Performance of Funds of Hedge Funds: A Time-Varying Approach
By Dr. Marco Rummer, Saïd Business School, Oxford University; and Dr. Oliver A. Schwindler, Department of Finance, Bamberg University
Their paper presents evidence that selectivity and timing performance can be regarded as a good discriminating factor for superior funds of hedge funds.
Download the full article here
From the February 2009 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
Their paper presents evidence that selectivity and timing performance can be regarded as a good discriminating factor for superior funds of hedge funds.
Download the full article here
From the February 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, FoF, funds of hedge funds, hedge fund performance, hedge fund research
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