Explain the three issues return smoothing, use of option- like strategies, and data biases in evaluating hedge

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Explain the three issues— return smoothing, use of option- like strategies, and data biases— in evaluating hedge fund performance persistence.

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Hedge Funds Structure Strategies And Performance

ISBN: 9780190607371

1st Edition

Authors: H. Kent Baker, Greg Filbeck

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Question Posted: Mar 13, 2024 02:50 AM

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Explain the three issues return smoothing, use of option- like strategies, and data biases in evaluating hedge

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The observed performance persistence could be a manifestation of return smoothing ...View the full answer

Hedge Funds Structure Strategies And Performance

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