Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Benjamin R. Auer
| Year of publication: |
September 2016
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|---|---|
| Authors: | Auer, Benjamin R. |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 17.2016, 5, p. 319-330
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| Subject: | hedge funds | pure return persistence | Hurst exponent | portfolio selection | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Theorie | Theory | Anlageverhalten | Behavioural finance | Investmentfonds | Investment Fund |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1057/jam.2016.7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634661