Measurement biases in hedge fund performance data: An update
Publication
, Journal Article
Fung, W; Hsieh, DA
Published in: Financial Analysts Journal
May 1, 2009
Duke Scholars
Published In
Financial Analysts Journal
DOI
ISSN
0015-198X
Publication Date
May 1, 2009
Volume
65
Issue
3
Start / End Page
36 / 38
Related Subject Headings
- Finance
- 3502 Banking, finance and investment
- 3501 Accounting, auditing and accountability
- 1502 Banking, Finance and Investment
- 1501 Accounting, Auditing and Accountability
Citation
APA
Chicago
ICMJE
MLA
NLM
Fung, W., & Hsieh, D. A. (2009). Measurement biases in hedge fund performance data: An update. Financial Analysts Journal, 65(3), 36–38. https://doi.org/10.2469/faj.v65.n3.6
Fung, W., and D. A. Hsieh. “Measurement biases in hedge fund performance data: An update.” Financial Analysts Journal 65, no. 3 (May 1, 2009): 36–38. https://doi.org/10.2469/faj.v65.n3.6.
Fung W, Hsieh DA. Measurement biases in hedge fund performance data: An update. Financial Analysts Journal. 2009 May 1;65(3):36–8.
Fung, W., and D. A. Hsieh. “Measurement biases in hedge fund performance data: An update.” Financial Analysts Journal, vol. 65, no. 3, May 2009, pp. 36–38. Scopus, doi:10.2469/faj.v65.n3.6.
Fung W, Hsieh DA. Measurement biases in hedge fund performance data: An update. Financial Analysts Journal. 2009 May 1;65(3):36–38.
Published In
Financial Analysts Journal
DOI
ISSN
0015-198X
Publication Date
May 1, 2009
Volume
65
Issue
3
Start / End Page
36 / 38
Related Subject Headings
- Finance
- 3502 Banking, finance and investment
- 3501 Accounting, auditing and accountability
- 1502 Banking, Finance and Investment
- 1501 Accounting, Auditing and Accountability