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Thomson et al., 2018 - Google Patents

Attribution of hedge fund returns using a Kalman filter

Thomson et al., 2018

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Document ID
1446355441237562202
Author
Thomson D
van Vuuren G
Publication year
Publication venue
Applied Economics

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Snippet

Hedge funds offer attractive investment possibilities because they engage in investment styles and opportunity sets which–because they are different from traditional asset class funds–generate different risk exposures. Conventional wisdom holds that hedge funds add …
Continue reading at www.researchgate.net (PDF) (other versions)

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