Volatility of aggregate volatility and hedge funds returns

Vikas Agarwal, Yakup Arisoy () and Narayan Y. Naik

No 15-03, CFR Working Papers from University of Cologne, Centre for Financial Research (CFR)

Date: 2015
New Economics Papers: this item is included in nep-fmk and nep-rmg
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Related works:
Journal Article: Volatility of aggregate volatility and hedge fund returns (2017)
Working Paper: Volatility of Aggregate Volatility and Hedge Fund Returns (2017)
Working Paper: Volatility of Aggregate Volatility and Hedge Fund Returns (2015)
Working Paper: Volatility of aggregate volatility and hedge funds returns (2015)
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