Nonparametric assessment of hedge fund performance

Keyphrases

• Nonparametric 100%
• Stochastic Discount Factor 100%
• Hedge Fund Performance 100%
• Hedge Funds 66%
• High-order 33%
• Statistical Significance 33%
• Performance Measures 33%
• Linear Regression 33%
• Fund Performance 33%
• Asymptotic Theory 33%
• Higher-order Moments 33%
• Mixed Moments 33%
• Evaluating Performance 33%
• Factor Returns 33%
• Regression Approach 33%
• Fund Ranking 33%
• No-arbitrage Pricing 33%
• Jensen's alpha 33%
• Hedge Fund Returns 33%

Economics, Econometrics and Finance

• Investors 100%
• Arbitrage Pricing 100%