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Do Hedge Funds Deliver Alpha? A Bayesian and Bootstrap Analysis
Author(s) -
Robert Kosowski,
Narayan Y. Naik,
Melvyn Teo
Publication year - 2005
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.829025
Subject(s) - hedge fund , alpha (finance) , econometrics , bayesian probability , computer science , actuarial science , economics , business , statistics , mathematics , finance , construct validity , psychometrics

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