Showing 1 - 10 of 7,283
Persistent link: https://www.econbiz.de/10003823949
Persistent link: https://www.econbiz.de/10012125380
Persistent link: https://www.econbiz.de/10011782456
Persistent link: https://www.econbiz.de/10010195994
Persistent link: https://www.econbiz.de/10009730850
We propose a new method to model hedge fund risk exposures using relatively high frequency conditioning variables. In a large sample of funds, we find substantial evidence that hedge fund risk exposures vary across and within months, and that capturing within-month variation is more important...
Persistent link: https://www.econbiz.de/10013067763
Persistent link: https://www.econbiz.de/10011459137
Persistent link: https://www.econbiz.de/10012003551
Persistent link: https://www.econbiz.de/10011595696
Persistent link: https://www.econbiz.de/10011409175