Do Hedge Funds Reduce Idiosyncratic Risk? | Zendy

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Do Hedge Funds Reduce Idiosyncratic Risk?

Author(s) -

Namho Kang,

Péter Kondor,

Ronnie Sadka

Publication year - 2012

Publication title -

ssrn electronic journal

Language(s) - Uncategorized

Resource type - Journals

ISSN - 1556-5068

DOI - 10.2139/ssrn.2022778

Subject(s) - hedge fund , systematic risk , business , alternative beta , global assets under management , fund of funds , actuarial science , institutional investor , financial system , finance , corporate governance , market liquidity

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