@inproceedings{oai:kutarr.kochi-tech.ac.jp:00000964,
 author = {Watanabe, Yasuaki},
 book = {Society for Social Management Systems Internet Journal},
 issue = {1},
 month = {Mar},
 note = {We select the top four hedge fund strategies as desirable ones based on the Prospect Ratio in this paper, and we examine the risk factors of each hedge fund strategy to specify the source of return in the past ten years. We use multifactor models based on GMM analysis. And we use AIC (Akaike Information Criterion) and SIC (Schwarz Information Criterion) to resolve the problem to specify the valid exogenous variables in each strategy. The result shows that the selected model contains only significant exogenous variables in each strategy.},
 publisher = {Society for Social Management Systems},
 title = {Style Analyses of Desirable Hedge Fund Strategies for Actual Investors},
 volume = {5},
 year = {2009}
}