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Passive Hedge Fund Replication – Beyond the Linear Case

✍ Scribed by Noël Amenc; Lionel Martellini; Jean-Christophe Meyfredi; Volker Ziemann

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

An empirical analysis of hedge fund perf

✍ Viet Do; Robert Faff; J. Wickramanayake 📂 Article 📅 2005 🏛 Elsevier Science 🌐 English ⚖ 120 KB

Hedge Fund Activism and Information Disc

✍ Peter Weber; Heinz Zimmermann 📂 Article 📅 2011 🏛 John Wiley and Sons 🌐 English ⚖ 220 KB

Too close to the hedge: the case of long

✍ Paul Stonham 📂 Article 📅 1999 🏛 Elsevier Science 🌐 English ⚖ 261 KB

Empirical Characteristics of Dynamic Tra

✍ William Fung and David A. Hsieh 📂 Article 📅 1997 🏛 Oxford University Press 🌐 English ⚖ 503 KB

Performance hypothesis testing with the

✍ Auer, Benjamin R.; Schuhmacher, Frank 📂 Article 📅 2013 🏛 Elsevier Science 🌐 English ⚖ 338 KB

Rational Inattention: Beyond the Linear-

✍ Christopher A. Sims 📂 Article 📅 2006 🏛 American Economic Association 🌐 English ⚖ 905 KB