Master Thesis Online
Can we select outperforming hedge funds? A set-identification approach based on efficient pairwise comparisons
Muller, Guillaume 
Promotor(s) :
Hambuckers, Julien
Date of defense : 5-Sep-2022/10-Sep-2022 • Permalink : http://hdl.handle.net/2268.2/15301
Final_Thesis-Guillaume_Muller.pdfDetails
| Title : | Can we select outperforming hedge funds? A set-identification approach based on efficient pairwise comparisons |
| Author : | Muller, Guillaume
|
| Date of defense : | 5-Sep-2022/10-Sep-2022 |
| Advisor(s) : | Hambuckers, Julien
|
| Committee's member(s) : | Lambert, Marie
|
| Language : | English |
| Discipline(s) : | Business & economic sciences > Finance |
| Institution(s) : | Université de Liège, Liège, Belgique |
| Degree: | Master en ingénieur de gestion, à finalité spécialisée en Financial Engineering |
| Faculty: | Master thesis of the HEC-Ecole de gestion de l'Université de Liège |
Abstract
[en] Implementation , application and evaluation of the new method proposed by Gronborg et al. (2021) in a paper called "Picking Funds with Confidence" to assess if some hedge funds deliver superior perfomance accounting for luck in the selection process.
Cite this master thesis
All documents available on MatheO are protected by copyright and subject to the usual rules for fair use.
The University of Liège does not guarantee the scientific quality of these students' works or the accuracy of all the information they contain.
The University of Liège does not guarantee the scientific quality of these students' works or the accuracy of all the information they contain.