Should hedge funds be cautious reporting high returns?
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DOI: 10.1016/j.ribaf.2013.07.004
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Cited by:
- Benjamin R. Auer, 2022. "On false discoveries of standard t-tests in investment management applications," Review of Managerial Science, Springer, vol. 16(3), pages 751-768, April.
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More about this item
Keywords
Sharpe ratio; Hedge funds; Performance measurement; Manipulation;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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