- hedge fund listing issues
- exclusion of certain hedge funds
- data verification issues
- turnover
- survivorship bias
- backfill bias
- estimation bias
- due to the closing of funds to new investors
- autocorrelation
- short performance history of hedge funds
- selection bias
- Strict rules for inclusion and removal of hedge funds into and out of the hedge fund index could avoid this.
Sunday, January 30, 2011
Hedge Fund Index
Problems
Labels:
CFA Level 2 (June 2011),
H
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