Capturing hedge fund risk factor exposures : Hedge fund return replication with ETFs
| Year of publication: |
2019
|
|---|---|
| Authors: | Duanmu, Jun ; Li, Yongjia ; Malakhov, Alexey |
| Published in: |
Financial Review. - Wiley, ISSN 1540-6288, ZDB-ID 2068470-8. - Vol. 55.2019, 3 (08.12.), p. 405-431
|
| Publisher: |
Wiley |
| Type of publication: | Article |
|---|---|
| Language: | English |
| Other identifiers: | 10.1111/fire.12221 [DOI] |
| Source: | Other ZBW resources |
Persistent link: https://www.econbiz.de/10012191219