Multi-Period Performance Persistence Analysis of Hedge Funds Vikas

  title={Multi-Period Performance Persistence Analysis of Hedge Funds Vikas},
  author={Agarwal and Narayan Y. Naik},
an anonymous referee, Fauchier Partners Ltd. and participants at the hedge fund conference at the Duke University and Issues in Performance Measurement workshop at European Institute for Advanced Studies in Management, Brussels for many helpful comments and constructive suggestions. Naik is grateful for funding from Inquire UK and the European Commission's TMR program (network ref. ERBFMRXCT 960054). Vikas Agarwal is grateful for the financial support from British Council's Chevening… CONTINUE READING
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