Hedge funds strategies: Are they consistent?

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dc.contributor.authorMachado-Santos, Carlos
dc.contributor.authorMendes-Ribeiro, Mafalda
dc.date.accessioned2017-03-14T14:05:27Z
dc.date.available2017-03-14T14:05:27Z
dc.date.issued2011
dc.description.abstractAlternative investment has grown considerably, transforming this industry in the forefront of investment innovation. Despite their public acknowledgment and profound influence in the financial market, there is still relative small understanding about hedge funds strategies style. This paper intends to determine whether stylistic characterization exists across hedge fund strategies, by comparing, for the period of 1998 to 2008, the performance of the EDHEC indices with one of the most representative indices of hedge funds, the CSFB/Tremont index, regarding seven main strategies. The results do not reject the hypothesis of equal mean monthly returns on every strategy, comparing the two data sources, showing that there is no significant differences between the strategies analyzed, suggesting that the purity in each style is not as developed and accurate as we may suppose.pt_PT
dc.identifier.citationMendes-­Ribeiro, M., & Machado-­Santos, C. (2011). Hedge funds strategies: Are they consistent? International Research Journal of Finance and Economics, 73, 160­-176. Disponível no Repositório UPT, http://hdl.handle.net/11328/1771pt_PT
dc.identifier.urihttp://hdl.handle.net/11328/1771
dc.language.isoengpt_PT
dc.peerreviewedyespt_PT
dc.relation.publisherversionhttp://www.internationalresearchjournaloffinanceandeconomics.com/ISSUES/IRJFE_Issue_73.htmpt_PT
dc.rightsopen access
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/pt_PT
dc.subjectHedge fundspt_PT
dc.subjectStrategies and stylept_PT
dc.subjectConsistencypt_PT
dc.subjectPuritypt_PT
dc.subjectBiaspt_PT
dc.titleHedge funds strategies: Are they consistent?pt_PT
dc.typejournal articlept_PT
degois.publication.firstPage160pt_PT
degois.publication.lastPage176pt_PT
degois.publication.titleInternational Research Journal of Finance and Economicspt_PT
degois.publication.volume73pt_PT
dspace.entity.typePublicationen
person.affiliation.nameREMIT – Research on Economics, Management and Information Technologies
person.familyNameMendes-Ribeiro
person.givenNameMafalda
person.identifier.ciencia-id821D-14A1-4B4E
person.identifier.orcid0000-0002-5687-2727
person.identifier.ridP-6826-2017
relation.isAuthorOfPublicationd0359c37-3b3f-4936-a81c-3a0b88e11cd8
relation.isAuthorOfPublication.latestForDiscoveryd0359c37-3b3f-4936-a81c-3a0b88e11cd8

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