Do hedge funds dynamically manage systematic risk?
Ethan Namvar, Blake Phillips, Kuntara Pukthuanthong, P. Raghavendra Rau
| Year of publication: |
March 2016
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|---|---|
| Authors: | Namvar, Ethan ; Phillips, Blake ; Kuntara Pukthuanthong ; Rau, P. Raghavendra |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 64.2016, p. 1-15
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| Subject: | Hedge funds | Systematic risk | Alternative investments | Correlation risk | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Risiko | Risk | Hedging | Kapitaleinkommen | Capital income | Risikomanagement | Risk management | Anlageverhalten | Behavioural finance | Kapitalanlage | Financial investment | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2015.11.014 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634227