Hedge fund beta replication : a five-year retrospective
Peter A. Lee and Andrew W. Lo
| Year of publication: |
2014
|
|---|---|
| Authors: | Lee, Peter A. ; Lo, Andrew W. |
| Published in: |
Journal of investment management : JOIM. - Lafayette, Calif., ISSN 1545-9144, ZDB-ID 2495180-8. - Vol. 12.2014, 3, p. 5-18
|
| Subject: | Hedge funds | liquid alternatives | beta replication | exotic beta | smart beta | Hedgefonds | Hedge fund | Betafaktor | Beta risk | CAPM | Portfolio-Management | Portfolio selection | Hedging |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011634613