The value added of hedge fund styles in multi-asset protfolios : a new approach based on bull and bear market betas
Thomas Heidorn; Dieter Kaiser; Daniel Lucke
| Year of publication: |
2013
|
|---|---|
| Authors: | Heidorn, Thomas ; Kaiser, Dieter G. ; Lucke, Daniel |
| Published in: |
Review of accounting & finance. - Bingley : Emerald Group Publishing Limited, ISSN 1475-7702, ZDB-ID 2084662-9. - Vol. 12.2013, 1, p. 44-59
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| Subject: | Hedge funds | Beta | Optimization | Bull and bear markets | Hedging | Financial management | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Theorie | Theory | CAPM | Aktienmarkt | Stock market |
| Extent: | graph. Darst. |
|---|---|
| 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/10010126724