ALTERNATIVE INVESTMENTS - Asset-Based Style Factors for Hedge Funds - Asset-based style factors provide explicit descriptions of hedge fund strategies, such as trend following, and can be measured by using market prices.
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|Authors:||Fung, William ; Hsieh, David A.|
Financial analysts' journal : FAJ. - Charlottesville, Va : CFA Institute, ISSN 0015-198X, ZDB-ID 2194090. - Vol. 58.2002, 5, p. 16-27
Fung, William, (2011)
Fung, William, (2006)
Empirical analysis of implied volatility : stock, bonds and currencies ; presented at the fourth annual conference of the Financial Options Research Center, University of Warwick, Coventry, England, 19 - 20, July, 1991
Fung, William, (1991)
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