Beta active hedge fund management
Year of publication: |
2018
|
---|---|
Authors: | Duanmu, Jun ; Malachov, Aleksej ; McCumber, William |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 53.2018, 6, p. 2525-2558
|
Subject: | hedge funds | alpha | beta | active management | factor timing | performance measurement | performance prediction | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income | Betafaktor | Beta risk | CAPM | Hedging | Investmentfonds | Investment Fund |
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