Two essays on hedge fund risks and returns
A frequently asked questions in the hedge fund literature is 'What are the systematic risk factors in hedge fund returns?". Existing efforts can be classified as 'bottom-up' or 'top-down', i.e. analysing specific styles of funds or taking a portfolio approach, respectiv...
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London School of Economics and Political Science (University of London)
2011
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| Online Access: | http://ethos.bl.uk/OrderDetails.do?uin=uk.bl.ethos.551331 |