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Conditional return smoothing in the hedge fund industry
Bollen, Nicolas P. B.; Pool, Veronika K. - In: Journal of financial and quantitative analysis : JFQA 43 (2008) 2, pp. 267-298
Persistent link: https://www.econbiz.de/10003729124
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Zero-R2 hedge funds and market neutrality
Bollen, Nicolas P. B. - In: Journal of financial and quantitative analysis : JFQA 48 (2013) 2, pp. 519-547
Persistent link: https://www.econbiz.de/10009790541