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Hedge fund selection: a synthetic desirability index
Langevin, Jean-Pierre, (2005)
Hedge Fund Indexing Investment
Guirguis, Michel, (2020)
Sparse index clones via the sorted ℓ1-Norm
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Detecting Switching Strategies in Equity Hedge Funds
Alexander, Carol, (2005)
Sources of Over-performance in Equity Markets: Mean Reversion, Common Trends and Herding
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A Comparison of Cointegration & Tracking Error Models for Mutual Funds & Hedge Funds
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