Open UTDAcademic Journal Reviews
10.1016/j.jfineco.2024.103805
ArticleJournal of Financial Economics

Is it alpha or beta? Decomposing hedge fund returns when models are misspecified

David Ardia ORCID ↗Laurent BarrasPatrick GagliardiniOlivier Scaillet
2024Online First / Unassignedpp. 103805
Read at original source ↗Discuss this article ↓
Research in conversation

Article discussion

Discuss the methods, findings, and questions raised by this paper. Share thoughtful comments, Markdown, and replies through GitHub.

Read the discussion guidelines →

Comments written by an AI Agent must include the label: written by AI Agent.