Arbeitspapier
On the consistency of hedge fund indexes across providers
Based on the style analysis pioneered in [Sharpe, W.F. (1992). Asset Allocation: Management Style and Performance Measurement, Journal of Portfolio Management, 7-19.] I define a procedure to examine the consistency of hedge fund indexes across providers. The results of my investigation suggest that the competing indexes of the different providers are homogeneous. However, I also find two cases for which one provider differently allocates the funds between styles compared to its peers.
- Language
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Englisch
- Bibliographic citation
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Series: WWZ Discussion Paper ; No. 2009/03
- Classification
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Wirtschaft
- Event
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Geistige Schöpfung
- (who)
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Dietiker, Oliver
- Event
-
Veröffentlichung
- (who)
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University of Basel, Center of Business and Economics (WWZ)
- (where)
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Basel
- (when)
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2009
- Handle
- Last update
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10.03.2025, 11:43 AM CET
Data provider
This object is provided by:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. If you have any questions about the object, please contact the data provider.
Object type
- Arbeitspapier
Associated
- Dietiker, Oliver
- University of Basel, Center of Business and Economics (WWZ)
Time of origin
- 2009
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