Do hedge funds bet against beta?
Year of publication: |
2024
|
---|---|
Authors: | Malachov, Aleksej ; Riley, Timothy B. ; Yan, Qing |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 93.2024, 1, p. 1507-1525
|
Subject: | Alpha | Anomaly | Benchmarks | Beta | Betting against beta | Factor exposures | Factor models | Factor timing | Hedge funds | Leverage | Mutual funds | Performance evaluation | Performance prediction | Return attribution | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | CAPM | Investmentfonds | Investment Fund | Schätzung | Estimation | Performance-Messung | Performance measurement | Betafaktor | Beta risk | Kapitalmarktrendite | Capital market returns | Benchmarking | Hedging | Rentenmarkt | Bond market | Aktienmarkt | Stock market |
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