Hedge fund portfolio selection with fund characteristics
Juha Joenväärä, Mikko Kauppila, Hannu Kahra
| Year of publication: |
2021
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|---|---|
| Authors: | Joenväärä, Juha ; Kauppila, Mikko ; Kahra, Hannu |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 132.2021, p. 1-17
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| Subject: | Hedge fund performance | Portfolio optimization | Fund characteristics | Performance predictability | Performance persistence | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | Investmentfonds | Investment Fund | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jbankfin.2021.106232 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013270415