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Detecting performance persistence of hedge funds

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https://hal-paris1.archives-ouvertes.fr/hal-02091679
Contributor : Philippe de Peretti <>
Submitted on : Saturday, April 6, 2019 - 1:01:41 AM
Last modification on : Sunday, January 19, 2020 - 6:38:28 PM

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Rania Hentati-Kaffel, Philippe de Peretti. Detecting performance persistence of hedge funds. Economic Modelling, Elsevier, 2015, 47, pp.185-192. ⟨10.1016/j.econmod.2015.02.029⟩. ⟨hal-02091679⟩

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