Quantitative Analysis of Explanatory Factors Disclosures in Hedge Fund
In this paper, we carry out a series of quantitative analysis with an aim to provide a deeper insight about the adjusted excess returns of hedge fund indices and the potential risk factors that influence the strategies. In order to explore what potential explanatory factors involved in hedge fund, w...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2010
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| Online Access: | https://eprints.nottingham.ac.uk/24001/ |