Do hedge funds dynamically manage systematic risk?
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference44 articles.
1. The performance of emerging hedge funds and managers;Aggarwal;Journal of Financial Economics,2010
2. Risks and portfolio decisions involving hedge funds;Aggarwal;Review of Financial Studies,2004
3. Hedge funds, managerial skill, and macroeconomic variables;Avarmov;Journal of Financial Economics,2011
4. Do hedge funds’ exposures to risk factors predict their future returns?;Bali;Journal of Financial Economics,2011
5. Systematic risk and the cross section of hedge fund returns;Bali;Journal of Financial Economics,2012
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