Quantitative Selection of Long-Short Hedge Funds
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KeywordsHedge Fund; Long Short Strategy; Fama-French; Commodity; Performance Persistence; Skewness; Selection;
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G13 - Financial Economics - - General Financial Markets - - - Contingent Pricing; Futures Pricing
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