Dynamics and risk factors in hedge funds returns: Implications for portfolio construction and performance evaluation-Reference-Cited by-同舟云学术

Dynamics and risk factors in hedge funds returns: Implications for portfolio construction and performance evaluation

Published:2014-06 Issue: Volume:11 Page:58-77
ISSN:1703-4949
Container-title:The Journal of Economic Asymmetries
language:en
Short-container-title:The Journal of Economic Asymmetries

Author:

Roumpis Efthymios^ORCID,Syriopoulos Theodore^ORCID

Publisher

Elsevier BV

Subject

General Economics, Econometrics and Finance

Reference76 articles.

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4. Amenc, N., Goltz, F., Le Sourd, V., & Martellini, L. (2008). The EDHEC European investment practices survey. Risk and Management Research Center Publication, EDHEC Business School.

5. Has hedge fund alpha disappeared?;Ammann;Journal of Investment Management,2011

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