Do Hot Hands Exist Among Hedge Fund Managers? An Empirical Evaluation
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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
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美国国家经济研究局创建时间：
2006-02-01
