Active return performance of FoHF style allocation and implications for tactical asset allocation
Ang, Adam Ding Biao
How, Chee Koon
Date of Issue2006
College of Business (Nanyang Business School)
We examine the return persistence and predictability in individual hedge fund styles, active return performance of FoHF (Fund of Hedge Funds) portfolios and their implications for tactical asset allocation.
Final Year Project (FYP)
Nanyang Technological University