Tracking hedge funds returns using sparse clones (Q1621921): Difference between revisions

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Property / full work available at URL: https://doi.org/10.1007/s10479-016-2371-5 / rank
 
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Latest revision as of 07:31, 17 July 2024

scientific article
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Tracking hedge funds returns using sparse clones
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    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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