Assessing Hedge Fund Performance When Fund Returns Are Skewed

Mark Hutchinson

doi:10.2139/ssrn.2448486

Assessing Hedge Fund Performance When Fund Returns Are Skewed

Mark Hutchinson

Research output: Contribution to journal › Article › peer-review

Original language	English
Journal	SSRN Electronic Journal
DOIs	https://doi.org/10.2139/ssrn.2448486
Publication status	Published - 2014

Keywords

Hedge fund
Returns-based style analysis
Sovereign wealth fund
Business
Target date fund
Open-end fund
Investment fund
Economics
Fund administration
Econometrics
Finance
Corporate governance
Institutional investor
Market liquidity
Foreign direct investment
Macroeconomics

Access to Document

10.2139/ssrn.2448486

https://openalex.org/W2262294604Licence: CC BY-NC-ND

Cite this

@article{111343bc64e74826a1f59f7cae67c04c,

title = "Assessing Hedge Fund Performance When Fund Returns Are Skewed",

keywords = "Hedge fund, Returns-based style analysis, Sovereign wealth fund, Business, Target date fund, Open-end fund, Investment fund, Economics, Fund administration, Econometrics, Finance, Corporate governance, Institutional investor, Market liquidity, Foreign direct investment, Macroeconomics",

author = "Mark Hutchinson",

year = "2014",

doi = "10.2139/ssrn.2448486",

language = "English",

journal = "SSRN Electronic Journal",

issn = "1556-5068",

}

TY - JOUR

T1 - Assessing Hedge Fund Performance When Fund Returns Are Skewed

AU - Hutchinson, Mark

PY - 2014

Y1 - 2014

KW - Hedge fund

KW - Returns-based style analysis

KW - Sovereign wealth fund

KW - Business

KW - Target date fund

KW - Open-end fund

KW - Investment fund

KW - Economics

KW - Fund administration

KW - Econometrics

KW - Finance

KW - Corporate governance

KW - Institutional investor

KW - Market liquidity

KW - Foreign direct investment

KW - Macroeconomics

U2 - 10.2139/ssrn.2448486

DO - 10.2139/ssrn.2448486

M3 - Article

SN - 1556-5068

JO - SSRN Electronic Journal

JF - SSRN Electronic Journal

ER -