熊市风险与对冲基金回报

登录后收藏

学术论文

Bear Factor and Hedge Fund Performance

作者Bear Market Risk and the Cross-Section of Hedge Fund Returns [点击查看论文]

机构
  • Lancaster University
  • Lancaster University - Department of Accounting and Finance
  • New York University
  • Lancaster University Management School
  • New York University - Stern School of Business

本篇策略设有付费墙

付费套餐可解锁完整推导、交易规则、Python 与成交记录。策略库约 20% 保持免费。