The Right Place for Alternative Betas in Hedge Fund Performance: An Answer to the Capacity Effect Fantasy

Walter Géhin; Mathieu Vaissié

doi:10.3905/jai.2006.640263

Primary Article

The Right Place for Alternative Betas in Hedge Fund Performance

An Answer to the Capacity Effect Fantasy

Walter Géhin and Mathieu Vaissié

The Journal of Alternative Investments Summer 2006, 9 (1) 9-18; DOI: https://doi.org/10.3905/jai.2006.640263

Walter Géhin

At Edhec Risk and Asset Management Research Centre in Nice, France.

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For correspondence: walter.gehin@misys-ams.fr

Mathieu Vaissié

At Edhec Risk and Asset Management Research Centre in Paris, France.

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For correspondence: mathieu.vaissie@edhec.edu

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Article Information

vol. 9 no. 1 9-18

DOI

https://doi.org/10.3905/jai.2006.640263

Published By

Pageant Media Ltd

Print ISSN

1520-3255

Online ISSN

2168-8435

History

Published online June 30, 2006.

Author Information

Walter Géhin
1. At Edhec Risk and Asset Management Research Centre in Nice, France. (walter.gehin{at}misys-ams.fr)
Mathieu Vaissié
1. At Edhec Risk and Asset Management Research Centre in Paris, France. (mathieu.vaissie{at}edhec.edu)

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The Right Place for Alternative Betas in Hedge Fund Performance