Cross-sectional alpha dispersion and performance evaluation
Year of publication: |
2019
|
---|---|
Authors: | Harvey, Campbell R. ; Liu, Yan |
Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 134.2019, 2, p. 273-296
|
Subject: | Alpha | Appraisal ratio | Bayesian | Flow-performance convexity | Flow-performance sensitivity | Hedge funds | Idiosyncratic risk | Mutual funds | Performance evaluation | Performance ranks | Investmentfonds | Investment Fund | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement | Finanzanalyse | Financial analysis | Risiko | Risk | CAPM |
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