Understanding mutual fund and hedge fund styles using return based style analysis
By: Arik Ben Dor, Ravi Jagannathan.
Contributors: Jagannathan, Ravi.; National Bureau of Economic Research.
Series: NBER working paper series -- no. 9111; Working paper series (National Bureau of Economic Research) -- working paper no. 9111.
Publisher: National Bureau of Economic Research
Published: 2002
Place of publication: Cambridge, MA
Language: eng
Number of pages: 43
Subjects: Mutual funds.; Hedge funds.; Investment analysis.
Notes: "August 2002."

JEL no. G10, G14, G20, G23.

Includes bibliographical references (p. 37).

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Electronic version available via the Internet at the NBER World Wide Web site.