Macroeconomic risk and hedge fund returns Article

Bali, Turan G, Brown, Stephen J, Caglayan, Mustafa O. (2014). Macroeconomic risk and hedge fund returns . JOURNAL OF FINANCIAL ECONOMICS, 114(1), 1-19. 10.1016/j.jfineco.2014.06.008

International Collaboration

cited authors

  • Bali, Turan G; Brown, Stephen J; Caglayan, Mustafa O

sustainable development goals

authors

publication date

  • October 1, 2014

published in

keywords

  • Business & Economics
  • Business, Finance
  • CROSS-SECTION
  • Economic uncertainty
  • Economics
  • Hedge funds
  • MARKET
  • MODEL
  • Macroeconomic risk
  • Mutual funds
  • PERFORMANCE
  • PERSISTENCE
  • STRATEGIES
  • Social Sciences
  • TIME
  • UNCERTAINTY

Digital Object Identifier (DOI)

publisher

  • ELSEVIER SCIENCE SA

start page

  • 1

end page

  • 19

volume

  • 114

issue

  • 1