Alpha-like attributes of hedge fund performance in a risk-on, risk-off environ

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Alpha-Like Attributes of Hedge Fund Performance in a Risk-On, Risk-Off Environment

Source: Professional Investor, The Journal of the CFA Society of the UK
Author: Bill Fung

Bill Fung outlines a discrete framework for analyzing hedge fund performance in three market risk sentiment scenarios.

professional_investor_fung.pdf (453.09 KB)

2015-9-29 16:49:25 上传

Alpha-Like Attributes of Hedge Fund Performance in a Risk-On, Risk-Off Environment

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关键词：performance hedge fund Attributes attribute Performan framework Journal market

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