Hedge fund replication using strategy specific factors
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management of Technology and Innovation,Finance
Link
http://link.springer.com/content/pdf/10.1186/s40854-019-0127-3.pdf
Reference29 articles.
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3. Agarwal V, Naik NY (2004) Risks and portfolio decisions involving Hegde funds. Rev Financ Stud 17(1):63–98
4. Bruce T, Reynolds K (2010) Improving equity portfolio efficiency: the case for long/short equity. NEPC, Boston
5. Casano J (2010) Global macro Hegde fund investing: an overview of the strategy. NEPC, Boston
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