Sentiment hedging : how hedge funds adjust their exposure to market sentiment
Year of publication: |
March 2018
|
---|---|
Authors: | Yao, Zheng ; Osmer, Eric ; Zhang, Ruiyi |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 88.2018, p. 147-160
|
Subject: | Hedge funds | Market sentiment | Fund age | Fund size | Incentive fees | Hedgefonds | Hedge fund | Anlageverhalten | Behavioural finance | Hedging | Investmentfonds | Investment Fund |
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