Estimating a Hedge Fund Return Model Based on a Small Number of Samples (Q6160195)
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scientific article; zbMATH DE number 7683534
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| English | Estimating a Hedge Fund Return Model Based on a Small Number of Samples |
scientific article; zbMATH DE number 7683534 |
Statements
Estimating a Hedge Fund Return Model Based on a Small Number of Samples (English)
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9 May 2023
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hedge funds
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factor models
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robust model estimation
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market timing
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predicability
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support vector regression
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0.7367822527885437
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0.735236644744873
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0.7350490093231201
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0.7249056100845337
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