Can Hedge Fund Managers Add Value to Their Portfolio by Dynamically Adjusting Them?
碩士 === 國立成功大學 === 財務金融研究所 === 101 === The main purpose in our research is to analyze whether hedge fund managers who dynamically manage the level of active risk can generate a superior performance. Our results indicate that funds with low active risk and low volatility in active risk outperform, on...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2013
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| Online Access: | http://ndltd.ncl.edu.tw/handle/49415183981295940282 |