Literaturverzeichnis

Literaturverzeichnis

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LE SOURD (2003): Portfolio Theory and Performance Analysis, Wiley, Chichester. AMENC, N., P. MALAISE, L. MARTELLINI UND M. VAISSIÉ (2004): Fund of Hedge Fund Reporting, Working Paper, Edhec Business School, Lille. AMENC, N. UND L. MARTELLINI (2002): The Brave New World of Hedge Fund Indices, Working Paper, Edhec Business School, Lille. AMIN, G. UND H. KAT (2003a): “Welcome to the Dark Side: Hedge Fund Attrition and Survivorship Bias over the Period 1994–2001”, Journal of Alternative Investments, Vol. 6, Nr. 1, S. 57–73. 312 Literaturverzeichnis AMIN, G. UND H. KAT (2003b): “Hedge Fund Performance 1990–2000: Do The “Money Machines” Really Add Value?”, Journal of Financial and Quantitative Analysis, Vol. 38, Nr. 2, S. 251–274. AMMANN, M. UND P. MOERTH (2005): “Impact of Fund Size on Hedge Fund Performance”, Journal of Asset Management, Vol. 6, Nr. 3, S. 219–238. ANJILVEL, S.I., B.E. BOUDREAU, M.W. PESKIN UND M.S. 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