Hedge fund performance attribution under various market conditions

Stafylas, D, Anderson, K and Uddin, M orcid.org/0000-0003-1035-0365 (2018) Hedge fund performance attribution under various market conditions. International Review of Financial Analysis, 56. pp. 221-237. ISSN 1057-5219



Copyright, Publisher and Additional Information: Copyright (c) 2018 Elsevier Ltd. All rights reserved. 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; Statistical factors; Multi-factor models; Risk exposures; Alpha and beta returns
  • Accepted: 13 January 2018
  • Published (online): 31 January 2018
  • Published: March 2018
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: 16 Jan 2018 10:46
Last Modified: 31 Jan 2019 01:38
Status: Published
Publisher: Elsevier
Identification Number: https://doi.org/10.1016/j.irfa.2018.01.006


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