Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/148642
Authors: 
Dietiker, Oliver
Year of Publication: 
2009
Series/Report no.: 
WWZ Discussion Paper 2009/03
Abstract: 
Based on the style analysis pioneered in [Sharpe, W.F. (1992). Asset Allocation: Management Style and Performance Measurement, Journal of Portfolio Management, 7-19.] I define a procedure to examine the consistency of hedge fund indexes across providers. The results of my investigation suggest that the competing indexes of the different providers are homogeneous. However, I also find two cases for which one provider differently allocates the funds between styles compared to its peers.
Persistent Identifier of the first edition: 
Document Type: 
Working Paper

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