Non-Parametric Analysis of Hedge Fund Returns: New Insights from High Frequency Data PoorSatisfactoryGoodVery GoodExcellent Be the first. (0 ratings) Log in to rate this article. CFA Digest February 2010 | Vol. 40 | No. 1 Source: CFA InstituteMonica Billio Mila Getmansky Loriana PelizzonParas Gupta, CFA (Reviewer) Read Abstract The authors examine, analyze, and compare the statistical characteristics of hedge fund indices by using daily return indices along with monthly investable and noninvestable indices. The authors also discuss the implications of daily return analysis for performance measurement and asset allocation. View more information Topics Alternative Investments : Hedge Funds | Performance Measurement and Evaluation : Performance Attribution | Portfolio Management : Alternative Investment Portfolio Management Strategies Credits · About the CE Program 0 CE (including 0 SER) Record credits Credits recorded Members, log in to record your credits. Manage CE Credits People who viewed this page also viewed: Credit Suisse Global Wealth Report The "Credit Suisse Global Wealth Report" is a comprehensive study of world wealth that analyzes the world’s entire 200 trillion ... More Credit Suisse Global Wealth Databook This Databook displays the detailed dataset backing the "Credit Suisse Global Wealth Report," the comprehensive study of world ... More Top Hedge Fund Investors: Stories, Strategies, and Advice This book chronicles top hedge fund investors that played key roles in the industry, including substantial information on manager sourcing, ... More Loading ...