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Published by Scholars' Press, 2013
ISBN 10: 3639700023ISBN 13: 9783639700022
Seller: Lucky's Textbooks, Dallas, TX, U.S.A.
Book
Condition: New.
Published by Scholars' Press, 2013
ISBN 10: 3639700023ISBN 13: 9783639700022
Seller: Ria Christie Collections, Uxbridge, United Kingdom
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Condition: New. PRINT ON DEMAND Book; New; Fast Shipping from the UK. No. book.
Published by Scholars' Press 2013-11, 2013
ISBN 10: 3639700023ISBN 13: 9783639700022
Seller: Chiron Media, Wallingford, United Kingdom
Book
PF. Condition: New.
Published by Scholars' Press, 2013
ISBN 10: 3639700023ISBN 13: 9783639700022
Seller: PBShop.store US, Wood Dale, IL, U.S.A.
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PAP. Condition: New. New Book. Shipped from UK. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Published by Scholars' Press Nov 2013, 2013
ISBN 10: 3639700023ISBN 13: 9783639700022
Seller: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Germany
Book Print on Demand
Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -We investigate the existence of style drift within the hedge fund industry and examine the relationship between style drift and both the stages of the funds lives and the past returns. There are two key contributions made in this study. Firstly, we consider fund risk return profiles directly, rather than classifying funds by their self-described strategies. Secondly, we implement a K-Means clustering algorithm with correlation distance to classify strategy groups, unlike other studies which clustered on qualitative fund attributes. We report a number of interesting empirical findings. Style drift is present in the hedge fund industry, and certain groups are more prone to drift than others. Funds at the end of their lives display a significantly higher level of erratic behaviour compared to their behaviours at birth. Finally, poor past performance relative to peers induce funds to change their style more frequently. 96 pp. Englisch.
Published by Scholars' Press, 2013
ISBN 10: 3639700023ISBN 13: 9783639700022
Seller: AHA-BUCH GmbH, Einbeck, Germany
Book Print on Demand
Taschenbuch. Condition: Neu. nach der Bestellung gedruckt Neuware - Printed after ordering - We investigate the existence of style drift within the hedge fund industry and examine the relationship between style drift and both the stages of the funds lives and the past returns. There are two key contributions made in this study. Firstly, we consider fund risk return profiles directly, rather than classifying funds by their self-described strategies. Secondly, we implement a K-Means clustering algorithm with correlation distance to classify strategy groups, unlike other studies which clustered on qualitative fund attributes. We report a number of interesting empirical findings. Style drift is present in the hedge fund industry, and certain groups are more prone to drift than others. Funds at the end of their lives display a significantly higher level of erratic behaviour compared to their behaviours at birth. Finally, poor past performance relative to peers induce funds to change their style more frequently.
Published by Scholars' Press, 2013
ISBN 10: 3639700023ISBN 13: 9783639700022
Seller: PBShop.store UK, Fairford, GLOS, United Kingdom
Book Print on Demand
PAP. Condition: New. New Book. Delivered from our UK warehouse in 4 to 14 business days. THIS BOOK IS PRINTED ON DEMAND. Established seller since 2000.
Published by Scholars\' Press, 2013
ISBN 10: 3639700023ISBN 13: 9783639700022
Seller: moluna, Greven, Germany
Book Print on Demand
Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Autor/Autorin: Xu LinLin Xu graduated with honors from UNSW. Thomas Henker, PhD (finance), MBA, CFA is a Professor of Finance at Bond University in Queensland, Australia. His research is in alternative investments and asset pricing. Julia Henker, .