Recent advances in hedge funds' performance attribution : performance persistence and fundamental factors
Year of publication: |
January 2016
|
---|---|
Authors: | Stafylas, Dimitrios ; Anderson, Keith ; Uddin, Moshfique |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 43.2016, p. 48-61
|
Subject: | Hedge funds | Performance persistence | Fundamental factors | Risk exposures | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement | Finanzanalyse | Financial analysis |
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