The effectiveness of hedge fund investment strategies under various market conditions
M Falkowski, A Sierpińska-Sawicz… - Contemporary …, 2020 - ceeol.com
The main purpose of the article was to analyze the effectiveness of the basic investment
strategies used by hedge funds in the long term (years 1994-2015) and during the global …
strategies used by hedge funds in the long term (years 1994-2015) and during the global …
On the economic significance of the benchmark portfolio
GG Baigent, W Acar - Journal of Economic & Financial …, 2015 - journalofeconomics.org
A basic issue underlying financial theory is the constitution of the “market portfolio” M. Hence
the adequacy of its usual proxy, the S&P500, is of paramount importance. Using 17 industry …
the adequacy of its usual proxy, the S&P500, is of paramount importance. Using 17 industry …
[PDF][PDF] Journal of Economic & Financial Studies
GG Baigent, W Acar - Journal of Economic & Financial Studies, 2015 - academia.edu
Requests for proper benchmarks against which to measure performance are pervasive in
the finance industry, because benchmarks have two critical uses. First, investors need to be …
the finance industry, because benchmarks have two critical uses. First, investors need to be …