Alexander Berglund

Stockholm School of Economics

PO Box 6501

Stockholm, 11383

Sweden

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Monetary Policy after the Crisis: Threat or Opportunity to Hedge Funds' Alphas?

BAFFI CAREFIN Centre Research Paper No. 2018-84
Number of pages: 39 Posted: 03 Aug 2018
Alexander Berglund, Massimo Guidolin and Manuela Pedio
Stockholm School of Economics, Bocconi University - Department of Finance and Bocconi University - CAREFIN - Centre for Applied Research in Finance
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Abstract:

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monetary policy announcements, hedge fund alpha, abnormal returns, financial