Dynamics and risk factors in hedge funds returns: Implications for portfolio construction and performance evaluation

Citation:

Roumpis E, Syriopoulos T. Dynamics and risk factors in hedge funds returns: Implications for portfolio construction and performance evaluation. Journal of Economic Asymmetries. 2014;11(1):58-77.

Contact Details

Port Management & Shipping Dpt.
School of Economics & Political Sciences
National and Kapodistrian
University of Athens
(+30) 6948 380 139
eroumpis@pms.uoa.gr

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Efthymios Roumpis

Assistant Professor, Ports Management

Dynamics and risk factors in hedge funds returns: Implications for portfolio construction and performance evaluation

Citation:

Contact Details

Recent Publications

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