hfdata: Hedge-fund data

Description Usage Format Source References

Description

The matrix hfdata contains randomized monthly returns of hedge funds.

Usage

1

Format

A matrix of size 60 x 100, containing 60 monthly net returns for 100 hedge funds. Returns have been slightly modified.

Source

http://www.hedgefundresearch.com.

References

Ardia, D., Boudt, K. (2014). The Peer Performance of Hedge Funds. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2000901

Guidotti, I., Nagui, I. (2012). Rational Behavior of Hedge Fund Managers and Investors. http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1972148


PeerPerformance documentation built on May 2, 2019, 4:53 p.m.