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A Comparison of VaR and CVaR Constraints on Portfolio Selection with the Mean-Variance Model. (2004). Baptista, Alexandre ; Alexander, Gordon.
In: Management Science.
RePEc:inm:ormnsc:v:50:y:2004:i:9:p:1261-1273.

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  39. On the relative performance of multi-strategy and funds of hedge funds. (2007). Agarwal, Vikas ; Kale, Jayant R..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0711.

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  40. Hedge funds for retail investors? An examination of hedged mutual funds. (2007). Agarwal, Vikas ; Boyson, Nicole M. ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0704.

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  41. Optimal Hedging with Higher Moments. (2006). Černý, Aleš ; ÄŒerný, AleÅ¡ ; Brooks, Chris ; Miffre, J. ; Cerny, A..
    In: ICMA Centre Discussion Papers in Finance.
    RePEc:rdg:icmadp:icma-dp2006-12.

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  42. Is There Hedge Fund Contagion?. (2006). Stulz, René ; Boyson, Nicole M. ; Stahel, Christof W..
    In: NBER Working Papers.
    RePEc:nbr:nberwo:12090.

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  43. Conditioning Information and Variance Bounds on Pricing Kernels with Higher-Order Moments: Theory and Evidence. (2006). Chabi-Yo, Fousseni.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-38.

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  44. Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns. (2006). Garcia, René ; Diez de los Rios, Antonio.
    In: Staff Working Papers.
    RePEc:bca:bocawp:06-31.

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  45. Building a Better Fund of Hedge Funds: A Fractal and Alpha - Stable Distribution Approach. (2005). Olszewski, Yan.
    In: Finance.
    RePEc:wpa:wuwpfi:0507018.

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  46. Estimating Bank Trading Risk: A Factor Model Approach. (2005). Berkowitz, Jeremy ; O'Brien, James.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11608.

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  47. Systemic Risk and Hedge Funds. (2005). Lo, Andrew ; Haas, Shane M. ; Chan, Nicholas ; Getmansky, Mila.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:11200.

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  48. Risk and Return in Fixed Income Arbitage: Nickels in Front of a Steamroller?. (2005). Duarte, Jefferson ; Longstaff, Francis A. ; Yu, Fan.
    In: University of California at Los Angeles, Anderson Graduate School of Management.
    RePEc:cdl:anderf:qt6zx6m7fp.

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  49. Strategic trading behavior and price distortion in a manipulated market: Anatomy of a squeeze. (2004). Yadav, Pradeep K. ; Naik, Narayan Y. ; Merrick, John J..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0407.

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  50. Risk and return in convertible arbitrage: Evidence from the convertible bond market. (2004). Loon, Yee Cheng ; Fung, William H. ; Agarwal, Vikas ; Naik, Narayan Y..
    In: CFR Working Papers.
    RePEc:zbw:cfrwps:0403.

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