CORE
CO
nnecting
RE
positories
Services
Services overview
Explore all CORE services
Access to raw data
API
Dataset
FastSync
Content discovery
Recommender
Discovery
OAI identifiers
OAI Resolver
Managing content
Dashboard
Bespoke contracts
Consultancy services
Support us
Support us
Membership
Sponsorship
Research partnership
About
About
About us
Our mission
Team
Blog
FAQs
Contact us
Community governance
Governance
Advisory Board
Board of supporters
Research network
Innovations
Our research
Labs
Integrating volatility factors in the analysis of the hedge fund alpha puzzle
Authors
A Coën
A Coën
+51 more
A Kraus
CR Harvey
CT Watson
D Capocci
DB Nelson
E Jurczenko
EF Fama
EF Fama
EF Fama
F Black
F-S Lhabitant
FD Rouah
FE Racicot
FE Racicot
FE Racicot
FE Racicot
FE Racicot
François-Éric Racicot
HM Kat
HW Chan
J Durbin
J Ingersoll
J Ingersoll
JA Christopherson
K-G Lim
L Jaeger
M Mitchell
M Pal
M Rubinstein
MG Dagenais
MM Carhart
N Jegadeesh
NF Chen
PA Samuelson
R Dittmar
R McDonald
R Théoret
Raymond Théoret
RC Scott
RF Engle
T Bollerslev
V Agarwal
V Agarwal
W Fung
W Fung
W Sharpe
W Sharpe
WE Ferson
WE Ferson
YP Chung
É Dubé
Publication date
Publisher
'Springer Science and Business Media LLC'
Doi
Abstract
Abstract is not available.
Similar works
Full text
Available Versions
Crossref
See this paper in CORE
Go to the repository landing page
Download from data provider
Last time updated on 25/11/2020
