Hedge fund strategies: A non-parametric analysis

Please use this identifier to cite or link to this item: http://bura.brunel.ac.uk/handle/2438/19769

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DC Field	Value	Language
dc.contributor.author	Canepa, A	-
dc.contributor.author	de la O. González, M	-
dc.contributor.author	Skinner, FS	-
dc.date.accessioned	2019-12-06T12:39:42Z	-
dc.date.available	2019-12-05	-
dc.date.available	2019-12-06T12:39:42Z	-
dc.date.issued	2019-12-05	-
dc.identifier	101436	-
dc.identifier	101436	-
dc.identifier.citation	International Review of Financial Analysis, 2019, pp. 101436 - 101436	en_US
dc.identifier.issn	1057-5219	-
dc.identifier.uri	http://bura.brunel.ac.uk/handle/2438/19769	-
dc.format.extent	101436 - 101436	-
dc.language.iso	en	en_US
dc.publisher	Elsevier	en_US
dc.subject	Hedge funds	en_US
dc.subject	Manipulation proof performance measure	en_US
dc.subject	Hedge fund strategies	en_US
dc.subject	Stochastic dominance	en_US
dc.subject	Bootstrap	en_US
dc.title	Hedge fund strategies: A non-parametric analysis	en_US
dc.type	Article	en_US
dc.identifier.doi	http://dx.doi.org/10.1016/j.irfa.2019.101436	-
dc.relation.isPartOf	International Review of Financial Analysis	-
pubs.publication-status	Published	-
Appears in Collections:	Dept of Economics and Finance Embargoed Research Papers

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