Integrating volatility factors in the analysis of the hedge fund alpha puzzle
Year of publication: |
2009
|
---|---|
Authors: | Racicot, François-Éric ; Théoret, Raymond |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 10.2009/10, 1, p. 37-62
|
Subject: | Hedgefonds | Hedge fund | Volatilität | Volatility | Portfolio-Management | Portfolio selection |
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