Fund of hedge funds and information ratio performance of equity- and debt-oriented tactical asset allocations : evidence (1994-2005).
Chan, Pei Ying.
Cheong, Wee Siong.
Date of Issue2006
College of Business (Nanyang Business School)
After documenting the return persistence and predictability of Hedge funds, we examine the information ratio performance of FoHF (Fund of Hedge Funds) portfolios for the 1994-2005 period. We also analyze the return enhancing role of FoHF in equity- and debt-oriented TAAs (tactical asset allocations).
Final Year Project (FYP)
Nanyang Technological University