Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Year of publication: |
September 2016
|
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Authors: | Auer, Benjamin R. |
Published in: |
The journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 17.2016, 5, p. 319-330
|
Subject: | hedge funds | pure return persistence | Hurst exponent | portfolio selection | Hedgefonds | Hedge fund | Theorie | Theory | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income |
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