The Risk in Hedge Fund Strategies: Alternative Alphas and Alternative Betas
By William K. H. Fung, David A. Hsieh
Monday, June 2, 2003
The Risk in Hedge Fund Strategies
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......
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