Chapter 18

The Hedge Fund Alpha Puzzle with an Application to Asian Hedge Funds

François-Éric Racicota, Raymond Théoretb and Greg N. Gregoriouc,    aState University of New York (Plattsburgh), 101 Broad Street Plattsburgh, NY 12901; EDHEC Research Associate, Nice, France,    bÉcole des sciences de la gestion (ESG-UQAM), Université du Québec (Montréal), 315 est Ste-Catherine, Montréal, Québec; Université du Québec (Outaouais); Chaire d’information financière et organisationnelle, ESG-UQAM.,    cState University of New York (Plattsburgh), 101 Broad Street Plattsburgh, NY 12901; EDHEC Research Associate, Nice, France, Lecturer in Finance at McGill University School of Continuing Studies,    racicot@telfer.uottawa.ca; theoret.raymond@uqam.ca; greg.gregoriou@plattsburgh.edu ...

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