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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:

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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