Hedge funds, managerial skill, and macroeconomic variables

Journal of Financial Economics

Volumn 99, Issue 3, 2011, Pages 672-692

  Avramov, Doron ^a,b   Kosowski, Robert ^c   Naik, Narayan Y ^d   Teo, Melvyn ^e  

^a HEBREW UNIVERSITY OF JERUSALEM   (Israel)

^b UNIVERSITY OF MARYLAND   (United States)

^c IMPERIAL COLLEGE LONDON   (United Kingdom)

^d LONDON BUSINESS SCHOOL   (United Kingdom)

^e SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

Author keywords

Hedge funds; Macroeconomic variables; Managerial skills; Predictability

Indexed keywords

EID: 78951469674     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2010.10.003     Document Type: Article

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