Teng Zheng

Barclays PLC

1 Churchill Place

London, E14 5HP

United Kingdom

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Scholarly Papers (1)

1.

Hedge Fund Return Predictability in the Presence of Model Risk

Number of pages: 44 Posted: 28 Oct 2019 Last Revised: 09 Jul 2021
Lancaster University - Department of Accounting and Finance, Essex Business School, University of Kent and Barclays PLC
Downloads 43 (498,883)

Abstract:

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Forecasting, Hedge Funds, Dynamic Model Averaging, Model Risk, Fund of Funds