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The peer performance ratios of hedge funds

David Ardia and Kris Boudt (UGent)
Author
Organization
Keywords
FALSE DISCOVERIES, PERSISTENCE, HETEROSKEDASTICITY, INVESTMENT, MANAGERS, RISK, LUCK, False discoveries, Hedge fund, Multiple hypothesis testing, Peer, performance, Performance measurement

Citation

Please use this url to cite or link to this publication:

Chicago
Ardia, David, and Kris Boudt. 2018. “The Peer Performance Ratios of Hedge Funds.” Journal of Banking & Finance 87: 351–368.
APA
Ardia, D., & Boudt, K. (2018). The peer performance ratios of hedge funds. JOURNAL OF BANKING & FINANCE, 87, 351–368.
Vancouver
1.
Ardia D, Boudt K. The peer performance ratios of hedge funds. JOURNAL OF BANKING & FINANCE. 2018;87:351–68.
MLA
Ardia, David, and Kris Boudt. “The Peer Performance Ratios of Hedge Funds.” JOURNAL OF BANKING & FINANCE 87 (2018): 351–368. Print.
@article{8600209,
  author       = {Ardia, David and Boudt, Kris},
  issn         = {0378-4266},
  journal      = {JOURNAL OF BANKING & FINANCE},
  keywords     = {FALSE DISCOVERIES,PERSISTENCE,HETEROSKEDASTICITY,INVESTMENT,MANAGERS,RISK,LUCK,False discoveries,Hedge fund,Multiple hypothesis testing,Peer,performance,Performance measurement},
  language     = {eng},
  pages        = {351--368},
  title        = {The peer performance ratios of hedge funds},
  url          = {http://dx.doi.org/10.1016/j.jbankfin.2017.10.014},
  volume       = {87},
  year         = {2018},
}

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