Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
收藏NBER2006-02-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w12015
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资源简介：
We examine whether hot hands exist among hedge fund managers. In measuring performance persistence, we use hedge fund style benchmarks. This allows us to identify managers with valuable skills, and also to control for option-like features inherent in returns from hedge fund strategies. We take into
提供机构：
美国国家经济研究局
创建时间：
2006-02-01
