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Hedge fund replication using
strategy
specific
factors
Subhash, Sujit
;
Enke, David
- In:
Financial Innovation
5
(
2019
)
1
,
pp. 1-19
constructed using a more general set of common factors. Testing shows that using
strategy
specific
factors
to replicate common …
Persistent link: https://www.econbiz.de/10012602808
Saved in:
2
Hedge fund replication using
strategy
specific
factors
Subhash, Sujit
;
Enke, David
- In:
Financial innovation : FIN
5
(
2019
)
11
,
pp. 1-19
constructed using a more general set of common factors. Testing shows that using
strategy
specific
factors
to replicate common …
Persistent link: https://www.econbiz.de/10012266580
Saved in:
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