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Predictability in Hedge Fund Returns:

Noël Amenc ; Sina El Bied ; Lionel Martellini
Financial Analysts Journal. 59 (2003) 5 - p. 32-46 , 2003

Link: https://www.jstor.org/stable/4480510

RT Journal
T1 <Title>Predictability in Hedge Fund Returns</Title>

UL https://suche.suub.uni-bremen.de/peid=jstor-4480510&Exemplar=1&LAN=DE
				
A1 Noël Amenc
A1 Sina El Bied
A1 Lionel Martellini
PB The Association for Investment Management and Research
YR 2003
SN 0015-198X
K1 Alternative Investments: hedge fund strategies
K1 Portfolio Management: asset allocation
K1 Portfolio Management: hedge fund strategies
K1 Economics
K1 Economic disciplines
K1 Financial economics
K1 Finance
K1 Financial investments
K1 Investment funds
K1 Hedge funds
K1 Index funds
K1 Financial portfolios
K1 Philosophy
K1 Epistemology
K1 Alethiology
K1 Predictability
K1 Microeconomics
K1 Economic costs and benefits
K1 Economic costs
K1 Transaction costs
K1 Arbitrage
K1 Financial management
K1 Portfolio management
K1 Applied sciences
K1 Research methods
K1 Modeling
K1 Predictive modeling
JF Financial Analysts Journal
VO 59
IS 5
SP 32
OP 46
LK http://dx.doi.org/https://www.jstor.org/stable/4480510
DO https://www.jstor.org/stable/4480510
SF ELIB - SuUB Bremen

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