Systematic risk and the cross section of hedge fund returns
Turan G. Bali; Stephen J. Brown; Mustafa Onur Caglayan
| Year of publication: |
2012
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|---|---|
| Authors: | Bali, Turan G. ; Brown, Stephen J. ; Caglayan, Mustafa O. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 106.2012, 1, p. 114-131
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| Subject: | Hedge funds | Systematic risk | Residual risk | Return predictability | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Risiko | Risk | CAPM | Portfolio-Management | Portfolio selection | Kapitalmarktrendite | Capital market returns | Betafaktor | Beta risk | Hedging | Prognoseverfahren | Forecasting model | Theorie | Theory |
| 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/10009666668