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
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