Nonlinear hedge fund index clones?
Year of publication: |
2023
|
---|---|
Authors: | Walden, Mikhail ; Lajbcygier, Paul |
Published in: |
Australian journal of management. - London : Sage, ISSN 1327-2020, ZDB-ID 2011797-8. - Vol. 48.2023, 1, p. 147-170
|
Subject: | Generalized additive models | hedge funds | investments | nonlinearities | Hedgefonds | Hedge fund | Nichtlineare Regression | Nonlinear regression | Hedging | Portfolio-Management | Portfolio selection |
-
A Fund of Hedge Funds Under Regime Switching
Saunders, David M., (2013)
-
Ledenyov, Dimitri, (2015)
-
Modeling hedge fund returns : selection, nonlinearity and managerial efficiency
Lahiri, Kajal, (2014)
- More ...
-
Going negative : what to do with negative book equity stocks
Brown, Stephen, (2008)
-
Effect of negative book equity on the fama French HML
Li, Bo, (2007)
-
Lajbcygier, Paul, (2007)
- More ...