Timing the volatility risk of beta anomaly : evidence from hedge fund strategies
Tianyi Ma, Kai-Hong Tee, Baibing Li
| Year of publication: |
2022
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|---|---|
| Authors: | Ma, Tianyi ; Tee, Kaihong ; Li, Baibing |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 81.2022, p. 1-15
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| Subject: | Betting against beta | Hedge funds | Volatility risk timing ability | Volatilität | Volatility | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | CAPM | Hedging | Risiko | Risk | Betafaktor | Beta risk | Zeit | Time | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2022.102095 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013395938