Tracking hedge funds returns using sparse clones (Q1621921)
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scientific article; zbMATH DE number 6976246
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tracking hedge funds returns using sparse clones |
scientific article; zbMATH DE number 6976246 |
Statements
Tracking hedge funds returns using sparse clones (English)
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12 November 2018
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style analysis
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hedge fund replication
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log-penalty regression
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Lasso
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alternative betas
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