Showing 1 - 4 of 4
Persistent link: https://www.econbiz.de/10000685845
Persistent link: https://www.econbiz.de/10003274207
Persistent link: https://www.econbiz.de/10013490319
Hedge fund managers are largely free to pursue dynamic trading strategies and standard linear regression is no longer accurate for measuring hedge fund abnormal return (alpha) and risk exposure (beta). Accordingly, this paper presents a dynamic linear model to capture hedge fund dynamics. By...
Persistent link: https://www.econbiz.de/10013036516