Hedge fund alpha and beta corrected for stale pricing
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More about this item
Keywords
hedge funds; alternative investments; stale pricing; risk; beta; alpha; asset allocation; volatility;All these keywords.
JEL classification:
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2022-05-02 (Financial Markets)
- NEP-ORE-2022-05-02 (Operations Research)
- NEP-RMG-2022-05-02 (Risk Management)
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