Selecting top funds of hedge funds based on alpha and other performance measures

Ying Lin Hsu; Chung Ming Kuan; Stéphane M.F. Yen

doi:10.1016/B978-0-12-401699-6.00021-6

Selecting top funds of hedge funds based on alpha and other performance measures

Ying Lin Hsu, Chung Ming Kuan, Stéphane M.F. Yen

Institute of Finance

Research output: Chapter in Book/Report/Conference proceeding › Chapter

1 Citation (Scopus)

Original language	English
Title of host publication	Reconsidering Funds of Hedge Funds
Subtitle of host publication	The Financial Crisis and Best Practices in UCITS, Tail Risk, Performance, and Due Diligence
Publisher	Elsevier
Pages	351-366
Number of pages	16
ISBN (Electronic)	9780124045941
ISBN (Print)	9780124016996
DOIs	https://doi.org/10.1016/B978-0-12-401699-6.00021-6
Publication status	Published - 2013 Jan 23

All Science Journal Classification (ASJC) codes

Economics, Econometrics and Finance(all)
General Business,Management and Accounting

Access to Document

10.1016/B978-0-12-401699-6.00021-6

Cite this

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title = "Selecting top funds of hedge funds based on alpha and other performance measures",

author = "Hsu, {Ying Lin} and Kuan, {Chung Ming} and Yen, {St{\'e}phane M.F.}",

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AU - Hsu, Ying Lin

AU - Kuan, Chung Ming

AU - Yen, Stéphane M.F.

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DO - 10.1016/B978-0-12-401699-6.00021-6

M3 - Chapter

AN - SCOPUS:84882715283

SN - 9780124016996

SP - 351

EP - 366

BT - Reconsidering Funds of Hedge Funds

PB - Elsevier

ER -

Selecting top funds of hedge funds based on alpha and other performance measures

All Science Journal Classification (ASJC) codes

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