Alternative Beta Strategies and Hedge Fund Replication (Jaeger/Alternative) || A First Approach to Hedge Fund Replication - Linear Factor Models and Time Series Replication Models
- 作者Jaeger, Lars; Pease, Jeffrey
- 文件大小253.90KB
- 发表时间2012
- DOI10.1002/9781119207108.ch6
- 页码157-181
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