Measuring Hedge Fund Timing Ability across Factors PoorSatisfactoryGoodVery GoodExcellent Be the first. (0 ratings) Log in to rate this article. CFA Digest May 2012 | Vol. 42 | No. 2 | 2 pages Source: CFA InstituteLudwig B. Chincarini, CFA Alex NakaoDerek W. Johnson, CFA (Reviewer) Read Abstract Traditional measures of market timing for hedge funds are inadequate. Hedge funds are more complex than mutual funds and often specialize in very different strategies. The authors measure hedge funds’ ability to time various factors and find that hedge funds are successful in timing these factors but do not show persistence unless they are in the top or bottom quartiles. 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: 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 China's 12th Five-Year Plan Alexander Van Kemenade discusses China's 12th five-year plan, which includes higher efficiency in the use of energy, water, and carbon ... More Loading ...