HedgeFundAggregateCrowding_FactorVarianceContribution_20150630

Chart of the main factors and their cumulative contribution to the factor variance of Hedge Fund Aggregate Portfolio relative to Market on 6/30/2015

Factors Contributing Most to Relative Factor Variance of U.S. Hedge Fund Aggregate

Factors Contributing Most to Relative Factor Variance of U.S. Hedge Fund Aggregate

Leave a Reply

Your email address will not be published.