Systematic risk and the cross section of hedge fund returns Article

Bali, Turan G, Brown, Stephen J, Caglayan, Mustafa Onur. (2012). Systematic risk and the cross section of hedge fund returns . JOURNAL OF FINANCIAL ECONOMICS, 106(1), 114-131. 10.1016/j.jfineco.2012.05.005

International Collaboration

cited authors

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

sustainable development goals

authors

publication date

  • October 1, 2012

published in

keywords

  • Business & Economics
  • Business, Finance
  • Economics
  • Hedge funds
  • PERFORMANCE
  • PERSISTENCE
  • Residual risk
  • Return predictability
  • SKEWNESS PREFERENCE
  • STRATEGIES
  • Social Sciences
  • Systematic risk

Digital Object Identifier (DOI)

publisher

  • ELSEVIER SCIENCE SA

start page

  • 114

end page

  • 131

volume

  • 106

issue

  • 1