Commonality in hedge fund returns : driving factors and implications
Year of publication: |
2015
|
---|---|
Authors: | Bussière, Matthieu ; Hoerova, Marie ; Klaus, Benjamin |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 54.2015, p. 266-286
|
Subject: | Hedge funds | Commonality | Risk factors | Liquidity | Financial crisis | Hedgefonds | Hedge fund | Finanzkrise | Kapitaleinkommen | Capital income | Liquidität | Portfolio-Management | Portfolio selection | Welt | World | Hedging |
-
Hedge fund liquidity and peformance : evidence from the financial crisis
Schaub, Nic, (2013)
-
Relative value hedge funds : a behavioral modeling of hedge fund risk and return factors
Swartz, L. Mick, (2018)
-
Hedge fund treasury trading and funding fragility : evidencefrom the COVID-19 crisis
Kruttli, Mathias S., (2021)
- More ...
-
Commonality in hedge fund returns : driving factors and implications
Bussière, Matthieu, (2014)
-
Commonality in hedge fund returns : driving factors and implications
Bussière, Matthieu, (2012)
-
Commonality in Hedge Fund Returns : Driving Factors and Implications
Bussière, Matthieu, (2015)
- More ...