Some researchers use hedge fund indices as factors; some use market factors, some use macroeconomic factors and ... based on groups of market factors such as 1) bond factors, 2) equity factors, 3) volatility factors, and 4) credit factors.

Title | : | Managing Hedge Fund Risk and Financing |

Author | : | David P. Belmont |

Publisher | : | John Wiley & Sons - 2011-08-17 |

Continue