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Integrated Portfolio Solutions
Alternative Investment
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BENCHMARKING HEDGE FUNDS July 2002 Although significant work has been done over the last several years on benchmarking select styles of hedge funds, a broad-based, comprehensive index does not exist. Existing databases contain many flaws and measurement errors. Conflicts of interest are associated with some data providers. Since database participation is largely voluntary and database vendors have different inclusion processes, survivorship and selection biases abound. Backfilling of data is also problematic. Given the wide range of hedge fund styles and implementation strategies, aggregating strategies may produce meaningless numbers. |
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