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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

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Chicago
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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