ML-QuantSubscribe

RePEcDerivatives & Volatility

Hedge Funds and Low Beta

Low beta anomaly yields higher returns for hedge funds than mutual funds, particularly for less skilled managers.

Featured in No. 53 on 12 Jun 2024 · on release day

Released
12 Jun 2024
First featured
No. 53 · 12 Jun 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
22
Identifier
RePEc:eee:reveco:v:93:y:2024:i:pa:p:1507-1525

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page