Investment Briefcase

Alpha or Beta of Hedge Fund Returns


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AI-generated podcast for this research article:


David Ardia, Laurent Barras, Patrick Gagliardini, and Olivier Scaillet, "Is it alpha or beta? Decomposing hedge fund returns when models are misspecified," Journal of Financial Economics, 2024, 154, 103805.

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Investment BriefcaseBy MoneyDR.