The CXO Advisory Group blog has a great post about the indicators of persistence in hedge fund performance. CXO examines a July 2010 paper, “Hedge Fund Characteristics and Performance Persistence”, by Manuel Ammann, Otto Huber and Markus Schmid, in which the authors investigate hedge fund performance persistence over periods of six to 36 months based on portfolios [...]
Posts Tagged ‘Hedge funds’
Past performance is no guarantee of future results? Indicators of hedge fund performance persistence
Posted in About, Stocks, tagged Hedge funds on August 30, 2010 | 7 Comments »
-
Twitter Updates
- Look Out Below: Global Graham / Shiller Cyclically Adjusted PEs Still Expensive wp.me/pnq1T-1uR 4 hours ago
- @jasonzweigwsj Is Warren Buffett skilled or lucky? Yes? 1 day ago
- How to estimate the long-term return on stocks: What does the future hold? wp.me/pnq1T-1uD 1 day ago
- How to estimate the long-term return on stocks wp.me/pnq1T-1um 2 days ago
- Buffett buys newspaper division of Media General $MEG wp.me/pnq1T-1ui 3 days ago
-
Top Posts
- How to estimate the long-term return on stocks: What does the future hold?
- How to estimate the long-term return on stocks
- Look Out Below: Global Graham / Shiller Cyclically Adjusted PEs Still Expensive
- Man versus Magic Formula: Joel Greenblatt's Value Investors' Club vs his Little Book
- Active versus passive value investing: Does spending time researching a company’s fundamentals generate higher returns?
Seeking Alpha Contributor
Blogroll
- Abnormal Returns
- Breakout Performance
- Calculated Risk
- Cheap Stocks
- Compounding Machines
- Controlled Greed
- Dealbook
- Distressed Debt Investing
- Empirical Finance Research
- footnoted.org
- Graham NCAV Screen
- GuruFocus
- Hedge Fund Jobs
- Insider Monkey
- Manual of Ideas
- Official Activist Investing Blog
- Old School Value
- Oozing Alpha
- Shadowstock blog
- Simoleon Sense
- Stingy Investor
- Street Capitalist
- SumZero
- Value Investing Blog
- Value Uncovered
- Yes and Not Yes
Archives
- June 2012
- May 2012
- April 2012
- February 2012
- December 2011
- November 2011
- July 2011
- June 2011
- December 2010
- November 2010
- October 2010
- September 2010
- August 2010
- July 2010
- June 2010
- May 2010
- April 2010
- March 2010
- February 2010
- January 2010
- December 2009
- November 2009
- October 2009
- September 2009
- August 2009
- July 2009
- June 2009
- May 2009
- April 2009
- March 2009
- February 2009
- January 2009
- December 2008
