Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach (Q5133548)
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scientific article; zbMATH DE number 7272425
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach |
scientific article; zbMATH DE number 7272425 |
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Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach (English)
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10 November 2020
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tracking problem
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hedge fund replication
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alternative beta
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Kalman filter
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factor selection
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model selection
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