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
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|---|---|
| Authors: | Dupleich, Rodrigo ; Giamouridis, Daniel ; Mesomeris, Spyros ; Noorizadeh, Nima |
| Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717X. - Vol. 11.2010/11, 1, p. 19-30
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009871066