Hedge fund return predictability in the presence of model risk
Christos Argyropoulos, Ekaterini Panopoulou, Nikolaos Voukelatos and Teng Zheng
| Year of publication: |
2022
|
|---|---|
| Authors: | Argyropoulos, Christos ; Panopulu, Aikaterinē ; Voukelatos, Nikolaos ; Zheng, Teng |
| Subject: | dynamic model averaging | Forecasting | fund of funds | Hedge funds | model risk | Hedgefonds | Hedge fund | Prognoseverfahren | Forecasting model | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Investmentfonds | Investment Fund |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2021.2020146 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013532365