Unbundling common style exposures, time variance and style timing of hedge fund beta
Rodrigo Dupleich; Daniel Giamouridis; Spyros Mesomeris; Nima Noorizadeh
| Year of publication: |
2010
|
|---|---|
| Authors: | Dupleich, Rodrigo ; Giamouridis, Daniel ; Mesomeris, Spyros ; Noorizadeh, Nima |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 11.2010/11, 1, p. 19-30
|
| Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Performance-Management | Performance management | Zeit | Time | Aktie | Share | Korrelation | Correlation |
| 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/10003995438