Do hedge funds add value to a passive portfolio: correcting for non-normal returns and disappearing funds

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@article{1ab1c2a5f561484d953c5794f73cb9d3,

title = "Do hedge funds add value to a passive portfolio: correcting for non-normal returns and disappearing funds",

author = "Roy Kouwenberg",

year = "2003",

language = "Undefined/Unknown",

volume = "3",

pages = "361--383",

journal = "Journal of Asset Management",

issn = "1470-8272",

publisher = "Palgrave Macmillan Ltd.",

number = "4",

}

TY - JOUR

T1 - Do hedge funds add value to a passive portfolio: correcting for non-normal returns and disappearing funds

AU - Kouwenberg, Roy

PY - 2003

Y1 - 2003

UR - http://www.ingentaconnect.com/content/pal/jam/2003/00000003/00000004/art00007

M3 - Article

SN - 1470-8272

VL - 3

SP - 361

EP - 383

JO - Journal of Asset Management

JF - Journal of Asset Management

IS - 4

ER -