Recent advances in hedge funds' performance attribution : performance persistence and fundamental factors
Dimitrios Stafylas, Keith Anderson, Moshfique Uddin
| Year of publication: |
January 2016
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|---|---|
| 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
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| Subject: | Hedge funds | Performance persistence | Fundamental factors | Risk exposures | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Performance-Messung | Performance measurement | Investmentfonds | Investment Fund | Finanzanalyse | Financial analysis | Hedging | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2015.11.001 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011623711