Hedge Fund: Impact of Alpha for different parameter

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Hedge Fund: Impact of Alpha for different parameter

Burigo, Marco <1988>
Use this identifier to cite or link to this document: http://hdl.handle.net/10579/2530
Publisher: Università Ca' Foscari Venezia
Date: 2013-03-01
Copyright: © Marco Burigo, 2013
openAccess

Abstract:

We study the style of Hedge funds by their alpha and others different parameters. This ones are caluculate by the paper of Fung and Sheng.

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