Do hedge funds' exposures to risk factors predict their future returns?

Journal of Financial Economics

Volumn 101, Issue 1, 2011, Pages 36-68

  Bali, Turan G ^a   Brown, Stephen J ^b   Caglayan, Mustafa Onur ^c  

^a GEORGETOWN UNIVERSITY   (United States)

^b NEW YORK UNIVERSITY   (United States)

^c OZYEGIN UNIVERSITY   (Turkey)

Author keywords

Hedge funds; Return predictability; Risk factors

Indexed keywords

EID: 79956160617     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2011.02.008     Document Type: Article

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