Do hedge funds' exposures to risk factors predict their future returns? Article

Bali, Turan G, Brown, Stephen J, Caglayan, Mustafa Onur. (2011). Do hedge funds' exposures to risk factors predict their future returns? . JOURNAL OF FINANCIAL ECONOMICS, 101(1), 36-68. 10.1016/j.jfineco.2011.02.008

International Collaboration

cited authors

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

sustainable development goals

authors

publication date

  • July 1, 2011

published in

keywords

  • Business & Economics
  • Business, Finance
  • EXPECTED RETURNS
  • Economics
  • HETEROSKEDASTICITY
  • Hedge funds
  • MANAGEMENT
  • PERFORMANCE
  • PERSISTENCE
  • PRICES
  • Return predictability
  • Risk factors
  • STOCK RETURNS
  • STRATEGIES
  • Social Sciences

Digital Object Identifier (DOI)

publisher

  • ELSEVIER SCIENCE SA

start page

  • 36

end page

  • 68

volume

  • 101

issue

  • 1