When there is no place to hide : correlation risk and the cross-section of hedge fund returns
Andrea Buraschi; Robert Kosowski; Fabio Trojani
| Year of publication: |
2014
|
|---|---|
| Authors: | Buraschi, Andrea ; Kosowski, Robert L. ; Trojani, Fabio |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 1043666-2. - Vol. 27.2014, 2, p. 581-616
|
| Subject: | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Swap | Korrelation | Correlation | Risiko | Risk | USA | United States | 1996-2012 |
| 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/10010357870