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Volumn 106, Issue 1, 2012, Pages 114-131

Systematic risk and the cross section of hedge fund returns

Author keywords

Hedge funds; Residual risk; Return predictability; Systematic risk

Indexed keywords


EID: 84864964155     PISSN: 0304405X     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jfineco.2012.05.005     Document Type: Article
Times cited : (116)

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