Please use this identifier to cite or link to this item: http://hdl.handle.net/11328/1771
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dc.contributor.authorMendes­-Ribeiro, Mafalda-
dc.contributor.authorMachado-Santos, Carlos-
dc.date.accessioned2017-03-14T14:05:27Z-
dc.date.available2017-03-14T14:05:27Z-
dc.date.issued2011-
dc.identifier.citationMendes-­Ribeiro, M., & Machado-­Santos, C. (2011). Hedge funds strategies: Are they consistent? International Research Journal of Finance and Economics, 73, 160­-176. Disponível no Repositório UPT, http://hdl.handle.net/11328/1771pt_PT
dc.identifier.urihttp://hdl.handle.net/11328/1771-
dc.description.abstractAlternative investment has grown considerably, transforming this industry in the forefront of investment innovation. Despite their public acknowledgment and profound influence in the financial market, there is still relative small understanding about hedge funds strategies style. This paper intends to determine whether stylistic characterization exists across hedge fund strategies, by comparing, for the period of 1998 to 2008, the performance of the EDHEC indices with one of the most representative indices of hedge funds, the CSFB/Tremont index, regarding seven main strategies. The results do not reject the hypothesis of equal mean monthly returns on every strategy, comparing the two data sources, showing that there is no significant differences between the strategies analyzed, suggesting that the purity in each style is not as developed and accurate as we may suppose.pt_PT
dc.language.isoengpt_PT
dc.relationopenAccesspt_PT
dc.rights.urihttp://creativecommons.org/licenses/by/4.0/pt_PT
dc.subjectHedge fundspt_PT
dc.subjectStrategies and stylept_PT
dc.subjectConsistencypt_PT
dc.subjectPuritypt_PT
dc.subjectBiaspt_PT
dc.titleHedge funds strategies: Are they consistent?pt_PT
dc.typearticlept_PT
dc.relation.publisherversionhttp://www.internationalresearchjournaloffinanceandeconomics.com/ISSUES/IRJFE_Issue_73.htmpt_PT
dc.peerreviewedyespt_PT
degois.publication.firstPage160pt_PT
degois.publication.lastPage176pt_PT
degois.publication.volume73pt_PT
degois.publication.titleInternational Research Journal of Finance and Economicspt_PT
Appears in Collections:REMIT – Artigos em Revistas Internacionais / Papers in International Journals

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