Web Appendix for: 'Risk Measures for Autocorrelated Hedge Fund Returns'

Abstract

This Web Appendix contains several technical details, figures and tables that were not reported in Di Cesare, Stork and de Vries (2014) for the sake of brevity.The paper "Risk Measures for Autocorrelated Hedge Fund Returns" to which these Appendices apply is available at the following URL: http://ssrn.com/abstract=2004404