Hedge fund return volatility and comovement: recent evidence
Year of publication: |
2012
|
---|---|
Authors: | Sabbaghi, Omid |
Published in: |
Managerial Finance. - Emerald Group Publishing. - Vol. 38.2012, January, 1, p. 101-119
|
Publisher: |
Emerald Group Publishing |
Subject: | Comovement | Correlation | Hedge funds | Hedging | Return on investment | Risk | Volatility |
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