An Empirical Evaluation Of Hedge Fund Managerial Skills Using Bayesian Techniques

An Empirical Evaluation Of Hedge Fund Managerial Skills Using Bayesian Techniques

This paper makes use of the Bayesian method to evaluate hedge fund managers’ selectivity, market timing and outperformance skills separately, and investigates their persistence from January 1995 to June 20101. We divide this sample period into four overlapping sub-sample periods that contain diff...

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Bibliographic Details
Main Author: Muteba Mwamba, John Weirstrass
Format: Article
Language:English
Published: Asian Academy of Management (AAM) 2017
Subjects:
HD28-70 Management. Industrial Management
Online Access:http://eprints.usm.my/37121/
http://eprints.usm.my/37121/1/aamjaf13012017_3.pdf

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