Recent advances in hedge funds' performance attribution: Performance persistence and fundamental factors

Stafylas, D, Anderson, K and Uddin, M (2016) Recent advances in hedge funds' performance attribution: Performance persistence and fundamental factors. International Review of Financial Analysis, 43. 48 - 61. ISSN 1057-5219

Abstract

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Authors/Creators:
  • Stafylas, D
  • Anderson, K
  • Uddin, M
Copyright, Publisher and Additional Information: © 2015, Elsevier Ltd. This is an author produced version of a paper published in International Review of Financial Analysis. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: hedge funds, performance persistence, fundamental factors, risk exposures
Dates:
  • Published: January 2016
  • Accepted: 9 November 2015
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: 15 Dec 2015 13:49
Last Modified: 18 Jul 2017 16:56
Published Version: http://dx.doi.org/10.1016/j.irfa.2015.11.001
Status: Published
Publisher: Elsevier
Identification Number: https://doi.org/10.1016/j.irfa.2015.11.001

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