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The q-factor model and the redundancy of the value factor : an application to hedge funds
Racicot, François-Éric; Théoret, Raymond - In: The journal of asset management 17 (2016) 7, pp. 526-539
Persistent link: https://www.econbiz.de/10011648215
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Integrating volatility factors in the analysis of the hedge fund alpha puzzle
Racicot, François-Éric; Théoret, Raymond - In: The journal of asset management 10 (2009/10) 1, pp. 37-62
Persistent link: https://www.econbiz.de/10003853609
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Unbundling common style exposures, time variance and style timing of hedge fund beta
Dupleich, Rodrigo; Giamouridis, Daniel; Mesomeris, Spyros; … - In: The journal of asset management 11 (2010/11) 1, pp. 19-30
Persistent link: https://www.econbiz.de/10003995438
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Diversification with risk factors and investable hedge fund indices
Boigner, Philip; Gadzinski, Gregory - In: The journal of asset management 16 (2015) 2, pp. 101-116
Persistent link: https://www.econbiz.de/10011411941
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Evaluating the performance of hedge funds using two-stage pper group benchmarks
Wilkens, Marco; Yao, Juan; Oehler, Patrick J.; … - In: The journal of asset management 16 (2015) 4, pp. 272-291
Persistent link: https://www.econbiz.de/10011413386
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Monetary policy after the crisis : a threat to hedge funds' alphas?
Berglund, Alexander; Guidolin, Massimo; Pedio, Manuela - In: The journal of asset management 21 (2020) 3, pp. 219-238
Persistent link: https://www.econbiz.de/10012292767
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Pure return persistence, Hurst exponents and hedge fund selection : a practical note
Auer, Benjamin R. - In: The journal of asset management 17 (2016) 5, pp. 319-330
Persistent link: https://www.econbiz.de/10011634661
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A simulation-based methodology for evaluating hedge fund investments
Molyboga, Marat; L'Ahelec, Christophe - In: The journal of asset management 17 (2016) 6, pp. 434-452
Persistent link: https://www.econbiz.de/10011648197
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Do European hedge fund managers time market liquidity?
Ben Khelifa, Soumaya; Hmaied, Dorra Mezzez - In: The journal of asset management 17 (2016) 6, pp. 393-407
Persistent link: https://www.econbiz.de/10011666249
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Socially responsible investing in hedge funds
Filbeck, Greg; Krause, Timothy A.; Reis, Lauren - In: The journal of asset management 17 (2016) 6, pp. 408-421
Persistent link: https://www.econbiz.de/10011666250