The statistical properties of hedge fund index returns and their implications for investors

Research output: Contribution to journal › Article (Academic Journal) › peer-review

Original language	English
Pages (from-to)	26-44
Number of pages	19
Journal	The Journal of Alternative Investments
Volume	5
Issue number	2
DOIs	https://doi.org/10.3905/jai.2002.319053
Publication status	Published - 2002

Access to Document

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title = "The statistical properties of hedge fund index returns and their implications for investors",

author = "Chris Brooks and H.M. Kat",

year = "2002",

doi = "10.3905/jai.2002.319053",

language = "English",

volume = "5",

pages = "26--44",

journal = "The Journal of Alternative Investments",

publisher = "Portfolio Management Research",

number = "2",

}

TY - JOUR

T1 - The statistical properties of hedge fund index returns and their implications for investors

AU - Brooks, Chris

AU - Kat, H.M.

PY - 2002

Y1 - 2002

U2 - 10.3905/jai.2002.319053

DO - 10.3905/jai.2002.319053

M3 - Article (Academic Journal)

VL - 5

SP - 26

EP - 44

JO - The Journal of Alternative Investments

JF - The Journal of Alternative Investments

IS - 2

ER -