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Non-parametric analysis of hedge fund returns : new insights from high frequency data
Billio, Monica; Getmansky, Mila; Pelizzon, Loriana - In: The journal of alternative investments 12 (2009/10) 1, pp. 21-38
Persistent link: https://www.econbiz.de/10003881613
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Hedge fund return-based style estimation : a review of comparison hedge fund indices
Schneeweis, Thomas; Kazemi, Hossein; Szado, Edward - In: The journal of alternative investments 15 (2012/13) 2, pp. 24-53
Persistent link: https://www.econbiz.de/10009659195
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Hedge fund database "deconstruction" : are hedge fund databases half full or half empty?
Schneeweis, Thomas; Kazemi, Hossein; Szado, Edward - In: The journal of alternative investments 14 (2011/12) 2, pp. 65-88
Persistent link: https://www.econbiz.de/10009383417
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Hedge fund replication using shrinkage methodologies
Chen, Jiaqi; Tindall, Michael L. - In: The journal of alternative investments 17 (2014/15) 2, pp. 26-49
Persistent link: https://www.econbiz.de/10010467230
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Beta regime-switching hedge funds and their clones
Hayes, Brian T.; Ba, Yaye Aida - In: The journal of alternative investments 17 (2014/15) 3, pp. 87-110
Persistent link: https://www.econbiz.de/10010477141
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Revisiting the limits of hedge fund indices : a comparative approach
Amenc, Noël; Goltz, Felix - In: The journal of alternative investments 10 (2007/08) 4, pp. 50-63
Persistent link: https://www.econbiz.de/10003721060