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.
Register to download PDF
Register/Log in| Type : | Working paper |
|---|---|
| Date : | 18/02/2003 |
| Keywords : |
Performance |
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Operating from campuses in Lille, Nice, Paris, London and Singapore, EDHEC is one of the world’s top 15 business schools. Fully international and directly connected to the business world, EDHEC commands a strong reputation for research excellence and the ability to train entrepreneurs and managers capable of breaking new ground. EDHEC functions as a genuine laboratory of ideas and produces innovative solutions valued by businesses. The School’s teaching is inspired by its research work and a focus on “learning by doing”, all with the aim of equipping people with the skills to succeed in business.
