Passive Hedge Fund Replication - Beyond the Linear Case
Author:
Publisher
Wiley
Subject
General Economics, Econometrics and Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-036X.2008.00448.x/fullpdf
Reference24 articles.
1. Risk and portfolio decisions involving hedge funds;Agarwal;Review of Financial Studies,2004
2. Hedge fund performance 1990-2000: do the “money machines” really add value;Amin;Journal of Financial and Quantitative Analysis,2003
3. Pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
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