Volatility of aggregate volatility and hedge fund returns
Vikas Agarwal, Y. Eser Arisoy, Narayan Y. Naik
| Year of publication: |
September 2017
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|---|---|
| Authors: | Agarwal, Vikas ; Arisoy, Yakup Eser ; Naik, Narayan Y. |
| Published in: |
Journal of financial economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-405X, ZDB-ID 187118-3. - Vol. 125.2017, 3, p. 491-510
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| Subject: | Uncertainty | Volatility of volatility | Hedge funds | Performance | Risk | Volatilität | Volatility | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Risiko | Hedging | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jfineco.2017.06.015 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011751857