Changes in the Factor Exposures of Hedge Funds (dupe)
- Topics:
- Investment and Capital Markets
- Source:
- London Business School
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Overview: This paper seeks to shed light on the factor exposure of hedge funds by examining the loading of the returns of a sample of hedge funds on a number of explanatory factors. The paper examines fund's average exposure to different factors and it examines how the exposure varies across time.
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Format: PDF | Size: 114KB | Date: Jan 2001 | Pages: 30



