Showing 1 - 10 of 1,970
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
Persistent link: https://www.econbiz.de/10012522771
Persistent link: https://www.econbiz.de/10012233099
Persistent link: https://www.econbiz.de/10009666032
Persistent link: https://www.econbiz.de/10014475424
Persistent link: https://www.econbiz.de/10013392095
Persistent link: https://www.econbiz.de/10010502978
Persistent link: https://www.econbiz.de/10012624639
Persistent link: https://www.econbiz.de/10008907293
Persistent link: https://www.econbiz.de/10003730025