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A cross-sectional machine learning approach for hedge fund return prediction and selection

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Hedge fund return predictability in the presence of model risk

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Hedge fund return predictability : to combine forecasts or combine information?

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Return based risk measures for non-normally distributed returns : an alternative modelling approach

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Developments in the world of finance have led the authors to assess the adequacy of using the normal distribution assumptions alone in measuring risk. Cushioning against risk has always created a plethora of complexities and challenges; hence, this paper attempts to analyse statistical...

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