Multifactor Analysis of Hedge Fund, Managed Futures, and Mutual Fund Return and Risk Characteristics

Thomas Schneeweis; Richard B Spurgin

doi:10.3905/jai.1998.407852

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Multifactor Analysis of Hedge Fund, Managed Futures, and Mutual Fund Return and Risk Characteristics

Thomas Schneeweis and Richard B Spurgin

The Journal of Alternative Investments Fall 1998, 1 (2) 1-24; DOI: https://doi.org/10.3905/jai.1998.407852

Thomas Schneeweis

A Professor of Finance at the School of Management at the University of Massachusetts in Amherst.

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Richard B Spurgin

An Assistant Professor of Finance at Clark University in Worcester, Massachusetts

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Multifactor Analysis of Hedge Fund, Managed Futures, and Mutual Fund Return and Risk Characteristics

Thomas Schneeweis, Richard B Spurgin

The Journal of Alternative Investments Sep 1998, 1 (2) 1-24; DOI: 10.3905/jai.1998.407852

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Multifactor Analysis of Hedge Fund, Managed Futures, and Mutual Fund Return and Risk Characteristics

Thomas Schneeweis, Richard B Spurgin

The Journal of Alternative Investments Sep 1998, 1 (2) 1-24; DOI: 10.3905/jai.1998.407852

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