Please use this identifier to cite or link to this item: http://hdl.handle.net/10397/20711
Title: The ABCs of hedge funds : alphas, betas, and costs
Authors: Ibbotson, RG
Chen, P
Zhu, KX 
Issue Date: 2011
Publisher: CFA Institute
Source: Financial analysts journal, 2011, v. 67, no. 1, p. 15-25 How to cite?
Journal: Financial analysts journal 
Abstract: The authors decomposed their estimated pre-fee 1995-2009 hedge fund return of 11.13 percent into fees (3.43 percent), an alpha (3.00 percent), and a beta (4.70 percent). The year-by-year results show that alphas were positive during every year of the past decade, even during the recent financial crisis.
URI: http://hdl.handle.net/10397/20711
ISSN: 0015-198X
EISSN: 1938-3312
DOI: 10.2469/faj.v67.n1.6
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