Hedge Fund Indices from an Academic Perspective: Reconciling Investability and Representativity
By Lionel Martellini, Mathieu Vaissié, Felix Goltz
Tuesday, November 9, 2004
Hedge Fund Indices from an Academic Perspective
An Academic Response to Answer: Can Good Hedge Fund Indices Exist ?
An academic response eloquently poised to answer whether or not good hedge fund indices may be generated successfully. It is shown using robust tests......