|
|||||
|
|
Hedge Fund Characteristics and Performance Persistence |
|
| Authors: | Manuel Ammann Otto Huber Markus Schmid |
| Institution: | 1. University of St. Gallen, , Switzerland;2. Credit Suisse Securities (USA) LLC and University of St. Gallen, , Switzerland;3. University of Mannheim, , Finance Area, D‐68131 Mannheim, Germany |
| Abstract: | |
| Keywords: | hedge funds performance alpha factor models performance persistence |