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A model-free identification of relative risk

Kuzmina, Olga - In: Economics letters 190 (2020), pp. 1-3

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Attribution of hedge fund returns using a Kalman filter

Thomson, Daniel; Van Vuuren, Gary - In: Applied economics 50 (2018) 9, pp. 1043-1058

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Hedge fund return higher moments over the business cycle

Racicot, François-Éric; Théoret, Raymond - In: Economic modelling 78 (2019), pp. 73-97

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Recent advances in explaining hedge fund returns : implicit factors and exposures

Stafylas, Dimitrios; Anderson, Keith; Uddin, Moshfique - In: Global finance journal 33 (2017), pp. 68-87

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Do hedge funds bet against beta?

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The Oxford handbook of quantitative asset management

Scherer, Bernd (ed.); Winston, Kenneth (ed.) - 2012

This text explores the current state of the art in quantitative investment management across seven key areas. Chapters by academics and practitioners working in leading investment management organizations bring together major theoretical and practical aspects of the field.