Understanding hedge fund alpha using improved replication methodologies
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- Vikas Agarwal, 2004. "Risks and Portfolio Decisions Involving Hedge Funds," The Review of Financial Studies, Society for Financial Studies, vol. 17(1), pages 63-98.
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Keywords
Regression analysis;NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2014-01-10 (Financial Markets)
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