Recent Advances in Explaining Hedge Fund Returns: Implicit Factors and Exposures

Stafylas, D, Anderson, K and Uddin, M (2017) Recent Advances in Explaining Hedge Fund Returns: Implicit Factors and Exposures. Global Finance Journal, 33. pp. 69-87. ISSN 1044-0283

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Authors/Creators:
  • Stafylas, D
  • Anderson, K
  • Uddin, M
Copyright, Publisher and Additional Information: © 2016 Elsevier Inc. All rights reserved. This is an author produced version of a paper published in Global Finance Journal. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Hedge fund performance; Implicit factors; Statistical factors; Linear and non-linear multi-factor models; Alpha and beta returns
Dates:
  • Published: 1 May 2017
  • Accepted: 24 August 2016
  • Published (online): 28 August 2016
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Accounting & Finance Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 08 Sep 2016 11:48
Last Modified: 28 Feb 2018 01:38
Published Version: https://dx.doi.org/10.1016/j.gfj.2016.08.001
Status: Published
Publisher: Elsevier
Identification Number: https://doi.org/10.1016/j.gfj.2016.08.001

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