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Emerging Hedge Funds Generate More Statistically Significant Alpha and Less Significant Beta than Traditional Assets |
January 28, 2012
New Quant Study says Emerging Hedge Funds Generate More Statistically Significant Alpha and Less Significant Beta Than Traditional Assets, but Cornish Fisher Modification to Value at Risk Potentially Wrong Almost Half the Time
1888PressRelease - New York: Opalesque, the world's largest subscription-based publisher in the alternative investments area, has launched "New Managers", a monthly research publication on emerging hedge fund managers.
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http://www.1888pressrelease.com/emerging-hedge-funds-generate-more-statistically-significant-pr-369116.html
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