The Risk in Hedge Fund Strategies: Alternative Alphas and Alternative Betas

The Risk in Hedge Fund Strategies [1]

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The-Risk-in-Hedge-Fund-Strategies.pdf [2]

Working Models of Asset-Based Style Factors of Hedge Funds Revolve Around Risk in Terms of Alternative Alpha and Alternative Betas.
Models of Asset-Based Style factors developed from alternative alphas and alternative betas are shown to be......