Hedge fund indices: Reconciling investability and representativity

European Financial Management

Volumn 13, Issue 2, 2007, Pages 257-286

  Goltz, Felix ^a   Martellini, Lionel ^a   Vaissié, Mathieu ^a  

^a EDHEC BUSINESS SCHOOL   (France)

Author keywords

Factor replicating portfolios; Hedge fund indices; Hedge funds

Indexed keywords

EID: 33847421837     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2006.00354.x     Document Type: Article

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