Hedge Fund Return-Based Style Estimation: A Review of Comparison Hedge Fund Indices

被引:1
|
作者
Schneeweis, Thomas [1 ]
Kazemi, Hossein [1 ]
Szado, Edward [2 ]
机构
[1] Univ Massachusetts, Isenberg Sch Management, Finance, Amherst, MA 01003 USA
[2] INGARM, Res, Amherst, MA USA
来源
JOURNAL OF ALTERNATIVE INVESTMENTS | 2012年 / 15卷 / 02期
关键词
D O I
10.3905/jai.2012.15.2.024
中图分类号
F8 [财政、金融];
学科分类号
0202 ;
摘要
引用
收藏
页码:24 / 53
页数:30
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