Tuesday, March 17, 2009
Performance Bias from Strategic Asset Allocation: The Case of Funds of Hedge Funds
By Dr. Oliver A. Schwindler, Department of Finance, Bamberg University
The paper examines a possible performance bias which could arise from strategic asset allocation and its impact on the performance of an actively managed portfolio of funds of hedge funds.
Download the full article here
From the March 2009 issue of Barclay's Insider Report. Accredited investors can subscribe to the full newsletter for free.
The paper examines a possible performance bias which could arise from strategic asset allocation and its impact on the performance of an actively managed portfolio of funds of hedge funds.
Download the full article here
From the March 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
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