ALTERNATIVE INVESTMENTS - Battle for Alphas: Hedge Funds versus Long-Only Portfolios - The different return distributions and risk factors of hedge funds versus long-only portfolios may be responsible for their different alphas.
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Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 58.2002, 2, p. 16-37
Altman, Edward I., (1991)
PORTFOLIO MANAGEMENT - Equity Style Timing - The opportunities provided by exploiting size, style, and asset-class differences in the US markets are reviewed, followed by exploration of the value versus growth dimension
Kao, Duen-Li, (1999)
VALUATION - Estimating and Pricing Credit Risk: An Overview - In a review of the developments in estimating and pricing credit risk, this article examines the critical components of pricing models and compares two primary approaches to pricing: The structural and the reduced form
Kao, Duen-Li, (2000)
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