We thank Ryan Davies, Christophe Faugere, Lester Hadsell, Roberto Savona, Mila Getmansky, David Smith, Mike Stutzer, Russ Wermers, Youchang Wu, and seminar participants at 2005 FMA European Conference in Siena, 2005 FMA annual meeting in Chicago, and SUNY at Albany for valuable comments and suggestions on earlier drafts of this paper. We especially thank John Doukas (the editor), Bing Liang (special issue editor) and an anonymous referee for comments and suggestions that substantially improved the paper. All errors remaining are the sole responsibility of the authors. Correspondence: Hany Shawky.
The Performance of Hedge Fund Strategies and the Asymmetry of Return Distributions
Article first published online: 2 MAR 2007
European Financial Management
Volume 13, Issue 2, pages 309–331, March 2007
How to Cite
Ding, B. and Shawky, H. A. (2007), The Performance of Hedge Fund Strategies and the Asymmetry of Return Distributions. European Financial Management, 13: 309–331. doi: 10.1111/j.1468-036X.2006.00356.x
- Issue published online: 2 MAR 2007
- Article first published online: 2 MAR 2007
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