Betting Against Uncertainty Beta in US Hedge Funds

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Academic paper

Economic Policy Uncertainty and Hedge Fund Returns

AuthorsBing Liang; Songtao Wang; Chunyang Zhou

Institute
  • University of Massachusetts Amherst
  • University of Massachusetts Amherst - Department of Finance
  • Shanghai Jiao Tong University
  • Shanghai Jiao Tong University (SJTU)

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