Analyzing consistency of hedge fund indices across providers

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Analyzing consistency of hedge fund indices across providers

Discussion paper / Internet publication

ID	4266137
Author(s)	Dietiker, Oliver
Author(s) at UniBasel	Dietiker, Oliver
Year	2009
Month and day	08-19
Title	Analyzing consistency of hedge fund indices across providers
Series title	WWZ Discussion Papers
Volume	2009
Number	03
Publisher / Institution	WWZ, University of Basel
Abstract	Based on the style analysis pioneered in [Sharpe, W.F. (1992). Asset Allocation: Management Style and Performance Measurement, Journal of Portfolio Management, 7-19.] I define a procedure to examine the consistency of hedge fund indexes across providers. The results of my investigation suggest that the competing indexes of the different providers are homogeneous. However, I also find two cases for which one provider differently allocates the funds between styles compared to its peers. URL
edoc-URL	https://edoc.unibas.ch/61817/
Full Text on edoc	No

19/04/2024

Research Database / FORSCHUNGSDATENBANK