Bedoui, Rihab; Dbadis, Makram Ben - EconomiX, Université Paris Ouest-Nanterre la Défense … - 2009
With hedge funds, managers develop risk management models that mainly aim to play on the effect of decorrelation. In … between (i) the various hedge funds strategies and share index returns and (ii) hedge funds strategies against each other … between different hedge fund strategies and share index returns and between these strategies in relation to each other on a …