Do hedge funds deliver alpha? A Bayesian and bootstrap analysis

A-Tier

Journal: Journal of Financial Economics

Year: 2007

Volume: 84

Issue: 1

Pages: 229-264

Authors (3)

Kosowski, Robert (Imperial College) Naik, Narayan Y. (not in RePEc) Teo, Melvyn (not in RePEc)

Score contribution per author:

1.341 = (α=2.01 / 3 authors) × 2.0x A-tier

α: calibrated so average coauthorship-adjusted count equals average raw count