The ABCs of hedge funds : alphas, betas, and costs
Year of publication: |
2011
|
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Authors: | Ibbotson, Roger G. ; Chen, Peng ; Zhu, Kevin X. |
Published in: |
Financial analysts' journal : FAJ. - Philadelphia, PA : Taylor & Francis Group, ISSN 0015-198X, ZDB-ID 219409-0. - Vol. 67.2011, 1, p. 15-25
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Subject: | Hedgefonds | Hedge fund | CAPM | Portfolio-Management | Portfolio selection | Betafaktor | Beta risk | Kapitaleinkommen | Capital income |
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