Is it Alpha or Beta? Decomposing Hedge Fund Returns when Models are Misspecified

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Unpublished conference/Abstract (Scientific congresses, symposiums and conference proceedings)

BARRAS, Laurent

2023 • University of Miami

Peer reviewed

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https://hdl.handle.net/10993/59650

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Disciplines :

Finance

Author, co-author :

BARRAS, Laurent ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Finance (DF)

External co-authors :

yes

Language :

English

Title :

Is it Alpha or Beta? Decomposing Hedge Fund Returns when Models are Misspecified

Publication date :

June 2023

Event name :

University of Miami

Event place :

miami, United States

Event date :

13.02.2023

By request :

Yes

Audience :

International

Peer reviewed :

Peer reviewed

Commentary :

With David Ardia (HEC Montreal), Patrick Gagliardini (USI and SFI), and Olivier Scaillet (UNIGE and SFI)

Available on ORBilu :

since 12 January 2024

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