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~isPartOf:"Managerial finance"
~isPartOf:"The journal of alternative investments"
~isPartOf:"The review of financial studies"
~person:"Andersen, Torben"
~person:"Hauser, Roie"
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Managerial finance
The journal of alternative investments
The review of financial studies
CREATES research paper
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The journal of finance : the journal of the American Finance Association
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Evaluating the efficiency of hedge fund replication : return and diversification effects
Blumin, Dmitri
;
Hauser, Roie
;
Levy, Azriel
;
Rao, Kartikeya
- In:
The journal of alternative investments
19
(
2016
)
1
,
pp. 79-92
Persistent link: https://www.econbiz.de/10011529266
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Exploring return dynamics via corridor implied volatility
Andersen, Torben
;
Bondarenko, Oleg
;
Gonzalez-Perez, Maria T.
- In:
The review of financial studies
28
(
2015
)
10
,
pp. 2902-2945
Persistent link: https://www.econbiz.de/10011401368
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