Hedge Fund Returns and Factor Models: A Cross-Sectional Approach

Serge Darolles () and Gulten Mero
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Serge Darolles: DRM-Finance - DRM - Dauphine Recherches en Management - Université Paris Dauphine-PSL - PSL - Université Paris Sciences et Lettres - CNRS - Centre National de la Recherche Scientifique
Gulten Mero: CREST - Centre de Recherche en Économie et Statistique - ENSAI - Ecole Nationale de la Statistique et de l'Analyse de l'Information [Bruz] - X - École polytechnique - IP Paris - Institut Polytechnique de Paris - ENSAE Paris - École Nationale de la Statistique et de l'Administration Économique - IP Paris - Institut Polytechnique de Paris - CNRS - Centre National de la Recherche Scientifique

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Keywords: Hedge Fund; Factor Models (search for similar items in EconPapers)
Date: 2011-05-01
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Published in Bankers Markets & Investors : an academic & professional review, 2011, 112, pp.34-53

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:halshs-00677723

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