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The procyclicality of hedge fund alpha and beta

François‐Éric Racicot & Raymond Théoret

Journal of Derivatives and Hedge Funds2013https://doi.org/10.1057/jdhf.2013.3article
ABDC C
Weight
0.58

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21 citations

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https://doi.org/https://doi.org/10.1057/jdhf.2013.3

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@article{françois‐éric2013,
  title        = {{The procyclicality of hedge fund alpha and beta}},
  author       = {François‐Éric Racicot & Raymond Théoret},
  journal      = {Journal of Derivatives and Hedge Funds},
  year         = {2013},
  doi          = {https://doi.org/https://doi.org/10.1057/jdhf.2013.3},
}

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The procyclicality of hedge fund alpha and beta

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Evidence weight

0.58

Balanced mode · F 0.40 / M 0.15 / V 0.05 / R 0.40

F · citation impact0.62 × 0.4 = 0.25
M · momentum0.68 × 0.15 = 0.10
V · venue signal0.50 × 0.05 = 0.03
R · text relevance †0.50 × 0.4 = 0.20

† Text relevance is estimated at 0.50 on the detail page — for your query’s actual relevance score, open this paper from a search result.