Does factor timing explain hedge fund alpha?
Hyuna Park
| Year of publication: |
2014
|
|---|---|
| Authors: | Park, Hyuna |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 12.2014, 2, p. 40-64
|
| Subject: | Factor timing | security selection | hedge fund alpha | return decomposition | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Welt | World | Kapitalmarktrendite | Capital market returns | Hedging | Schätzung | Estimation | Investmentfonds | Investment Fund |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010388908