Nonlinear hedge fund index clones?
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DOI: 10.1177/03128962221102184
Abstract: Cloning hedge fund indexes circumvents the many challenges associated with direct hedge fund investment. Theoretically, hedge fund indexes could have nonlinear exposures to the economic risk factors that drive their returns and may require nonlinear… read more here.
Keywords: index clones; nonlinear clones; fund; hedge fund ... See more keywords