The Short-Run Persistence of Performance in Funds of Hedge Funds

Elsevier Handbook on Funds of Hedge Funds during and after the crisis, Forthcoming

Posted: 4 Apr 2012

See all articles by David Ardia

David Ardia

HEC Montreal - Department of Decision Sciences

Kris Boudt

Ghent University; Vrije Universiteit Brussel; Vrije Universiteit Amsterdam

Date Written: April 3, 2012

Abstract

Keywords: Alpha, Funds of Hedge funds, Hot hands, Performance, Sharpe ratio

JEL Classification: C1, F3, G11, G23

Suggested Citation

Ardia, David and Boudt, Kris, The Short-Run Persistence of Performance in Funds of Hedge Funds (April 3, 2012). Elsevier Handbook on Funds of Hedge Funds during and after the crisis, Forthcoming, Available at SSRN: https://ssrn.com/abstract=2033838

David Ardia (Contact Author)

HEC Montreal - Department of Decision Sciences ( email )

3000 Côte-Sainte-Catherine Road
Montreal, QC H2S1L4
Canada

Kris Boudt

Ghent University ( email )

Sint-Pietersplein 5
Gent, 9000
Belgium

Vrije Universiteit Brussel ( email )

Pleinlaan 2
http://www.vub.ac.be/
Brussels, 1050
Belgium

Vrije Universiteit Amsterdam ( email )

De Boelelaan 1105
Amsterdam, ND North Holland 1081 HV
Netherlands

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