Browsing by Author "Brown, S."
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Do hedge funds’ exposures to risk factors predict their future returns?
Bali, T. G.; Brown, S.; Çağlayan, Mustafa Onur (Elsevier, 2011-07)This paper investigates hedge funds’ exposures to various financial and macroeconomic risk factors through alternative measures of factor betas and examines their performance in predicting the crosssectional variation in ...
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