Capturing hedge fund risk factor exposures: Hedge fund return replication with ETFs

2019 ◽  
Vol 55 (3) ◽  
pp. 405-431 ◽  
Author(s):  
Jun Duanmu ◽  
Yongjia Li ◽  
Alexey Malakhov
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Risk Factor ◽  
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Hedge Fund Risk ◽  
Fund Return

Replication and optimization of hedge fund risk factor exposures

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Douglas E. Johnston ◽  
Inigo Urteaga ◽  
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Risk Factor ◽  
Hedge Fund ◽  
Hedge Fund Risk

The Persistence of Hedge Fund Risk: Evidence and Implications for Investors

CFA Digest ◽  
2004 ◽  
Vol 34 (2) ◽  
pp. 12-13
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Robert A. McLean
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Hedge Fund ◽  
Hedge Fund Risk

A Conditional Approach to Hedge Fund Risk

2006 ◽  
Author(s):  
Jerome Teiletche ◽  
FLORENT POCHON
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Hedge Fund ◽  
Conditional Approach ◽  
Hedge Fund Risk

Hedge Fund Risk Management: An Overview

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Author(s):  
Mohsen Mazaheri
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Hedge Fund Risk

Hedge Fund Predictability Under the Magnifying Glass: The Economic Value of Individual Fund Return Forecasting

2010 ◽  
Author(s):  
Doron Avramov ◽  
Laurent Barras ◽  
Robert Kosowski
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Economic Value ◽  
Hedge Fund ◽  
Fund Return

Are Unconventional Monetary Policies a Priced Risk Factor for Hedge Fund Strategies?

2020 ◽  
Author(s):  
Massimo Guidolin ◽  
Alexei G. Orlov
Keyword(s):  
Risk Factor ◽  
Hedge Fund ◽  
Monetary Policies

Who Needs Hedge Funds? A Copula-Based Approach to Hedge Fund Return Replication

2005 ◽  
Author(s):  
Harry M. Kat ◽  
Helder P. Palaro
Keyword(s):  
Hedge Funds ◽  
Hedge Fund ◽  
Fund Return

Hedge Fund Return Misreporting: Incentives and Effects

2011 ◽  
Author(s):  
Petri Jylha
Keyword(s):  
Hedge Fund ◽  
Fund Return
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