Hedge Fund Performance in Bull and Bear Markets: Alpha Creation and Risk Exposure

Sjur Hordvik Sandvik; Stein Frydenberg; Sjur Westgaard; Rolv Kristian Heitmann

doi:10.3905/joi.2011.20.1.052

Hedge Fund Performance in Bull and Bear Markets: Alpha Creation and Risk Exposure

Sjur Hordvik Sandvik, Stein Frydenberg, Sjur Westgaard and Rolv Kristian Heitmann

The Journal of Investing Spring 2011, 20 (1) 52-77; DOI: https://doi.org/10.3905/joi.2011.20.1.052

Sjur Hordvik Sandvik

is a research assistant at the Norwegian University of Science and Technology (NTNU) in Trondheim, Norway.

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For correspondence: sjurhord@stud.ntnu.no

Stein Frydenberg

is an associate professor at Trondheim Business School (HIST) in Trondheim, Norway.

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For correspondence: stein.frydenberg@hist.no

Sjur Westgaard

is an associate professor at Trondheim Business School and the Norwegian University of Science and Technology in Trondheim, Norway.

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For correspondence: sjur.westgaard@hist.no

Rolv Kristian Heitmann

is a credit research analyst at DnB NOR Markets in Oslo, Norway.

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For correspondence: rolv.kristian.heitmann@dnbnor.no

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Hedge Fund Performance in Bull and Bear Markets: Alpha Creation and Risk Exposure

Sjur Hordvik Sandvik, Stein Frydenberg, Sjur Westgaard, Rolv Kristian Heitmann

The Journal of Investing Feb 2011, 20 (1) 52-77; DOI: 10.3905/joi.2011.20.1.052

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Hedge Fund Performance in Bull and Bear Markets: Alpha Creation and Risk Exposure

Sjur Hordvik Sandvik, Stein Frydenberg, Sjur Westgaard, Rolv Kristian Heitmann

The Journal of Investing Feb 2011, 20 (1) 52-77; DOI: 10.3905/joi.2011.20.1.052

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