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

✍ Scribed by Turan G. Bali; Stephen J. Brown; Mustafa Onur Caglayan

• Book ID: 113711350
• Publisher: Elsevier Science
• Year: 2011
• Tongue: English
• Weight: 540 KB
• Volume: 101
• Category: Article
• ISSN: 0304-405X
• DOI: 10.1016/j.jfineco.2011.02.008