Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics
(2016)
Journal Article
El Kalak, I., Azevedo, A., & Hudson, R. (2016). Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics. International review of financial analysis, 48, 55-66. https://doi.org/10.1016/j.irfa.2016.09.006
© 2016 Elsevier Inc. This paper summarizes the literature on hedge funds (HFs) developed over the last two decades, particularly that which relates to risk management characteristics (a companion piece investigates the managerial characteristics of H... Read More about Reviewing the hedge funds literature II: Hedge funds' returns and risk management characteristics.