Anomalies as Hedge Fund Factors
A nine-factor model, which includes five anomaly factors, is effective in explaining hedge fund returns, highlighting the need for regular factor updates in the hedge fund sector.
Featured in No. 35 on 30 Jan 2024 ·
- Released
- 10 Jan 2023
- First featured
- No. 35 · 30 Jan 2024
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 3
- Identifier
- SSRN 4709472
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