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REGULAR(IZED) HEDGE FUND CLONES. (2010). Paterlini, Sandra ; Giamouridis, Daniel.
In: Journal of Financial Research.
RePEc:bla:jfnres:v:33:y:2010:i:3:p:223-247.

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  1. Artificial Intelligence in Asset Management. (2020). Bartram, Söhnke ; Motahari, Mehrshad ; Branke, Jurgen.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14525.

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  2. Capturing hedge fund risk factor exposures: Hedge fund return replication with ETFs. (2020). Li, Yongjia ; Duanmu, Jun ; Malakhov, Alexey.
    In: The Financial Review.
    RePEc:bla:finrev:v:55:y:2020:i:3:p:405-431.

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  3. Risk minimization in multi-factor portfolios: What is the best strategy?. (2018). Paterlini, Sandra ; Talmaciu, Andreea ; Kremer, Philipp J.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-017-2467-6.

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  4. Tracking hedge funds returns using sparse clones. (2018). Giuzio, Margherita ; Weber, Vincent ; Paterlini, Sandra ; Eichhorn-Schott, Kay.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:266:y:2018:i:1:d:10.1007_s10479-016-2371-5.

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  5. Genetic algorithm versus classical methods in sparse index tracking. (2017). Giuzio, Margherita.
    In: Decisions in Economics and Finance.
    RePEc:spr:decfin:v:40:y:2017:i:1:d:10.1007_s10203-017-0191-y.

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  6. Sparse and robust normal and t- portfolios by penalized Lq-likelihood minimization. (2016). Paterlini, Sandra ; Giuzio, Margherita ; Ferrari, Davide .
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:250:y:2016:i:1:p:251-261.

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  7. Constructing optimal sparse portfolios using regularization methods. (2015). Winker, Peter ; Paterlini, S. ; Fastrich, B..
    In: Computational Management Science.
    RePEc:spr:comgts:v:12:y:2015:i:3:p:417-434.

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  8. Solving norm constrained portfolio optimization via coordinate-wise descent algorithms. (2014). Yen, Tso-Jung .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:76:y:2014:i:c:p:737-759.

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  9. Unbundling common style exposures, time variance and style timing of hedge fund beta. (2010). Noorizadeh, Nima ; Mesomeris, Spyros ; Giamouridis, Daniel ; Dupleich, Rodrigo.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:11:y:2010:i:1:d:10.1057_jam.2010.2.

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References

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Cocites

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  2. Hedge funds, fund attributes and risk adjusted returns. (2014). Soydemir, Gokce ; Shin, Sangheon ; Smolarski, Jan.
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  3. Polynomial goal programming and the implicit higher moment preferences of US institutional investors in hedge funds. (2014). Proelss, Juliane ; Schweizer, Denis.
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  4. On the robustness of persistence in mutual fund performance. (2014). Tortosa-Ausina, Emili ; Soler-Dominguez, Amparo ; Matallin-Saez, Juan Carlos.
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  5. Detecting Performance Persistence of Hedge Funds : A Runs-Based Analysis. (2014). HENTATI KAFFEL, Rania ; de Peretti, Philippe.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
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  6. Performance of international and global equity mutual funds: Do country momentum and sector momentum matter?. (2014). Breloer, Bernhard ; Wilkens, Marco ; Scholz, Hendrik.
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  7. Can Turnover Go to Zero?. (2014). Kakushadze, Zura.
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  8. Short-term hedge fund performance. (2013). Slavutskaya, Anna .
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  9. The Effects of Management and Provision Accounts on Hedge Fund Returns - Part II : The Loss Carry Forward Scheme. (2013). gourieroux, christian ; darolles, serge.
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  10. The Effects of Management and Provision Accounts on Hedge Fund Returns - Part I : The High Water Mark Scheme. (2013). gourieroux, christian ; darolles, serge.
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  11. Systematic risk and the cross section of hedge fund returns. (2012). Brown, Stephen ; Caglayan, Mustafa Onur ; Bali, Turan G..
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  14. Regulatory induced performance persistence: Evidence from hedge funds. (2012). Dai, Na ; Cumming, Douglas ; Schweizer, Denis ; Ha, Lars Helge .
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  18. L’asset allocation dei fondi hedge durante la crisi finanziaria: un’analisi empirica. (2011). Piluso, Fabio ; Amerise, Ilaria Lucrezia .
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  19. Hedge funds, managerial skill, and macroeconomic variables. (2011). Avramov, Doron ; Kosowski, Robert ; Naik, Narayan Y. ; Teo, Melvyn.
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  20. Do hedge funds exposures to risk factors predict their future returns?. (2011). Brown, Stephen ; Caglayan, Mustafa Onur ; Bali, Turan G..
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  22. Do Managerial Skills Vary Across Fund Managers? Results Using European Mutual Funds. (2010). Muga, Luis ; Abinzano, Isabel ; Santamaria, Rafael.
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  23. The performance of hedge funds and mutual funds in emerging markets. (2010). Eling, Martin ; Faust, Roger .
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  25. Mandatory Disclosure and Operational Risk: Evidence from Hedge Fund Registration. (2009). liang, bing ; Goetzmann, William ; Brown, Stephen ; Schwarz, Christopher .
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  26. Risk Management Framework for Hedge Funds: Role of Funding and Redemption Options on Leverage. (2009). Dai, John ; Sundaresan, Suresh.
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