Recent advances in explaining hedge fund returns : implicit factors and exposures
Dimitrios Stafylas, Keith Anderson, Moshfique Uddin
| Year of publication: |
2017
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|---|---|
| Authors: | Stafylas, Dimitrios ; Anderson, Keith ; Uddin, Moshfique |
| Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 33.2017, p. 68-87
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| Subject: | Hedge fund performance | Implicit factors | Statistical factors | Linear and non-linear multi-factor models | Alpha and beta returns | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | CAPM | Betafaktor | Beta risk | Theorie | Theory | Investmentfonds | Investment Fund | Kapitalmarktrendite | Capital market returns | Schätzung | Estimation | Hedging |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2016.08.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011802916