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Volumn 16, Issue 2, 2010, Pages 191-210

Passive hedge fund replication - beyond the linear case

Author keywords

Conditional factor model; G10; Hedge funds; Replication

Indexed keywords


EID: 77950235395     PISSN: 13547798     EISSN: 1468036X     Source Type: Journal    
DOI: 10.1111/j.1468-036X.2008.00448.x     Document Type: Article
Times cited : (38)

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