- Author
- David Ardia and Kris Boudt (UGent)
- 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: http://hdl.handle.net/1854/LU-8600209
- MLA
- Ardia, David, and Kris Boudt. “The Peer Performance Ratios of Hedge Funds.” JOURNAL OF BANKING & FINANCE, vol. 87, 2018, pp. 351–68, doi:10.1016/j.jbankfin.2017.10.014.
- APA
- Ardia, D., & Boudt, K. (2018). The peer performance ratios of hedge funds. JOURNAL OF BANKING & FINANCE, 87, 351–368. https://doi.org/10.1016/j.jbankfin.2017.10.014
- Chicago author-date
- Ardia, David, and Kris Boudt. 2018. “The Peer Performance Ratios of Hedge Funds.” JOURNAL OF BANKING & FINANCE 87: 351–68. https://doi.org/10.1016/j.jbankfin.2017.10.014.
- Chicago author-date (all authors)
- Ardia, David, and Kris Boudt. 2018. “The Peer Performance Ratios of Hedge Funds.” JOURNAL OF BANKING & FINANCE 87: 351–368. doi:10.1016/j.jbankfin.2017.10.014.
- Vancouver
- 1.Ardia D, Boudt K. The peer performance ratios of hedge funds. JOURNAL OF BANKING & FINANCE. 2018;87:351–68.
- IEEE
- [1]D. Ardia and K. Boudt, “The peer performance ratios of hedge funds,” JOURNAL OF BANKING & FINANCE, vol. 87, pp. 351–368, 2018.
@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://doi.org/10.1016/j.jbankfin.2017.10.014}}, volume = {{87}}, year = {{2018}}, }
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