The impact of non-normality risks and tactical trading on hedge fund alphas
Year of publication: |
2008
|
---|---|
Authors: | Kat, Harry M. ; Miffre, Joe͏̈lle |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 10.2007/08, 4, p. 8-22
|
Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Risiko | Risk | Kapitaleinkommen | Capital income | USA | United States |
-
Return based risk measures for non-normally distributed returns : an alternative modelling approach
Samunderu, Eyden, (2021)
-
Diversification with risk factors and investable hedge fund indices
Boigner, Philip, (2015)
-
Have hedge funds solved the idiosyncratic volatility puzzle?
Bali, Turan G., (2018)
- More ...
-
Momentum strategies in commodity futures markets
Miffre, Joe͏̈lle, (2007)
-
Conditional OLS minimum variance hedge ratios
Miffre, Joe͏̈lle, (2004)
-
Normal Backwardation Is Normal
Miffre, Joe͏̈lle, (2000)
- More ...