Different strokes by different folks : the dynamics of hedge fund systematic risk exposure and performance
Year of publication: |
March 2017
|
---|---|
Authors: | Huang, Ying ; Chen, Carl R. ; Kato, Isamu |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 48.2017, p. 367-388
|
Subject: | Hedge funds | Hedge fund strategies | Systematic risk exposure | Quantile regression | Hedgefonds | Hedge fund | Welt | World | Performance-Messung | Performance measurement | Schätzung | Estimation | Portfolio-Management | Portfolio selection | Hedging |
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