Predicting hedge fund performance when fund returns are skewed

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

Access to Document

@article{ecc28394f69f49fc990b5172f39c2cb4,

title = "Predicting hedge fund performance when fund returns are skewed",

author = "A.J. Heuson and M.C. Hutchinson and A. Kumar",

year = "2019",

doi = "10.1111/fima.12304",

language = "Undefined/Unknown",

journal = "Financial Management",

issn = "0046-3892",

publisher = "John Wiley and Sons Inc",

}

TY - JOUR

T1 - Predicting hedge fund performance when fund returns are skewed

AU - Heuson, A.J.

AU - Hutchinson, M.C.

AU - Kumar, A.

PY - 2019

Y1 - 2019

UR - http://www.scopus.com/inward/record.url?eid=2-s2.0-85083290485&partnerID=MN8TOARS

U2 - 10.1111/fima.12304

DO - 10.1111/fima.12304

M3 - Article

SN - 0046-3892

JO - Financial Management

JF - Financial Management

ER -