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- W2108130158 abstract "In the hedge fund universe, where it is frequently said that performance is extracted from managers, reflecting active asset management, the implementation of hedge fund indices may be surprising, because the notion of index is commonly associated with the notion of passive management. The aim of this study is to revisit the issue of hedge fund strategy benchmarks, and answer the following question: can investors in the alternative arena measure the relative return of hedge funds? In other words, can investable and/or non-investable hedge fund indices provide investors with useful tools for performance measurement?" @default.
- W2108130158 created "2016-06-24" @default.
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- W2108130158 date "2004-01-01" @default.
- W2108130158 modified "2023-09-30" @default.
- W2108130158 title "Hedge Fund Indices: Investable, Non-Investable and Strategy Benchmarks" @default.
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- W2108130158 doi "https://doi.org/10.2139/ssrn.659981" @default.
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