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#Hedge Fund# 相关文档

  • HedgeFundAlphaBeta.ppt

    Hedge Fund Alpha and BetaJohn H. CochraneUniversity of Chicago GSBBetasAlpha = Average return – beta E(factor)HF data is pretty hopeless for ER alphaSurvivor backfill self-reportedσT made worse

    日期:2022-04-25 格式:.pptx 页数:14页 大小:282.5KB 发布:
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