Research and publications

The Alpha and Omega of Hedge Fund Performance Measurement

That hedge funds start gaining wide acceptance while they still remain a somewhat mysterious asset class enhances the need for a better measurement their performance. This paper is an attempt to test the ability of hedge fund managers to generate superior performance.

Author(s) :

Noël Amenc, Lionel Martellini

Summary :

That hedge funds start gaining wide acceptance while they still remain a somewhat mysterious asset class enhances the need for a better measurement their performance. This paper is an attempt to test the ability of hedge fund managers to generate superior performance.

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Type : Working paper
Date : 18/02/2003
Keywords :

Performance