Asian Hedge Funds: Moment Neutrality in Performance Measurement and Risk Management

Author

Kok Fai PHOON, Singapore Management UniversityFollow
D. LEE
C.Y. WONG

Publication Type

Conference Paper

Publication Date

8-2005

Discipline

Finance and Financial Management

Research Areas

Finance

Publication

Singapore Economic Review Conference, 4-6 August 2005

City or Country

Singapore

Citation

PHOON, Kok Fai; LEE, D.; and WONG, C.Y.. Asian Hedge Funds: Moment Neutrality in Performance Measurement and Risk Management. (2005). Singapore Economic Review Conference, 4-6 August 2005.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1524