Hedge funds vs. alternative risk premia
Year of publication: |
2021
|
---|---|
Authors: | Jorion, Philippe |
Published in: |
Financial analysts journal : FAJ. - [Abingdon] : Routledge, Taylor and Francis Group, ISSN 1938-3312, ZDB-ID 2066328-6. - Vol. 77.2021, 4, p. 65-81
|
Subject: | Hedgefonds | Hedge fund | Risikoprämie | Risk premium | Theorie | Theory | Risiko | Risk | Welt | World |
-
Diversification with risk factors and investable hedge fund indices
Boigner, Philip, (2015)
-
Hedge Fund Incentives, Risk Taking, and Asset Prices
Elsaify, Morad, (2022)
-
Tail risk of hedge funds : an extreme value application
Gawron, Gregor Aleksander, (2007)
- More ...
-
The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto, (1988)
-
A multi-country comparison of term structure forecasts at long horizons
Jorion, Philippe, (1991)
-
The time-variation of risk and return in the foreign exchange and stock markets
Giovannini, Alberto, (1988)
- More ...