Understanding hedge fund alpha using improved replication methodologies
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References listed on IDEAS
- Jiaqi Chen & Michael Tindall, 2012. "Hedge fund dynamic market sensitivity," Occasional Papers 12-1, Federal Reserve Bank of Dallas.
- Vikas Agarwal, 2004. "Risks and Portfolio Decisions Involving Hedge Funds," Review of Financial Studies, Society for Financial Studies, vol. 17(1), pages 63-98.
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NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-06-09 (All new papers)
- NEP-ALL-2014-01-10 (All new papers)
- NEP-FMK-2014-01-10 (Financial Markets)
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