HEDGE FUND STRATEGIES: PERFORMANCE, RISK AND DIVERSIFICATION OPPORTUNITIES / Hedge Fon Stratejileri: Performans, Risk Ve Çeşitlendirme Fırsatları

HEDGE FUND STRATEGIES: PERFORMANCE, RISK AND DIVERSIFICATION OPPORTUNITIES / Hedge Fon Stratejileri: Performans, Risk Ve Çeşitlendirme Fırsatları

This study aimed at comparing the performances of distinct hedge fund strategies and assessing the diversification opportunities using hedge funds. This paper analyses the overall performance of distinct hedge fund strategies (as indices) for the period of 2001-2020. Hedge fund performances are comp...

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Bibliographic Details
Main Authors: Emin Avcı, Hind Benmahi
Format: Article
Language:English
Published: Recep Tayyip Erdoğan Üniversitesi 2022-04-01
Series:Uluslararası Ekonomi, İşletme ve Politika Dergisi
Subjects:
hedge funds
alpha
factor models
sharpe ratio
hedge fonlari
faktor modelleri
sharpe rasyosu
Online Access:https://dergipark.org.tr/tr/download/article-file/2330821

Internet

https://dergipark.org.tr/tr/download/article-file/2330821

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