Hedge funds and the positive idiosyncratic volatility effect
Turan G. Bali, Florian Weigert
| Year of publication: |
2024
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|---|---|
| Authors: | Bali, Turan G. ; Weigert, Florian |
| Published in: |
Review of finance : journal of the European Finance Association. - Oxford : Oxford University Press, ISSN 1875-824X, ZDB-ID 2214390-7. - Vol. 28.2024, 5, p. 1611-1661
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| Subject: | hedge funds | idiosyncratic volatility puzzle | equity portfolio holdings | short-selling | managerial incentives | investment performance | Volatilität | Volatility | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Hedging | Führungskräfte | Managers | Kapitalanlage | Financial investment | Investmentfonds | Investment Fund | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1093/rof/rfae022 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015357595