Hedge fund replication | SpringerLink
Statistical Arbitrage Using the Kalman Filter
arXiv:1306.0938v1 [stat.AP] 4 Jun 2013
Essays on Hedge Fund Replication
Hedge Fund Replication: A Model Combination Approach
PDF) An Alternative Approach to Alternative Beta
Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach | Emerald Insight
Tracking Problems, Hedge Fund Replication and Alternative Beta 1 Introduction
ABSTRACT TREND WITHOUT HICCUPS - A KALMAN FILTER APPROACH By ERIC BENHAMOU DATE: April 2016 Have you ever felt miserable because
Amazon.com: Hedge Fund Replication eBook : Kooli, Professor Maher, Gregoriou, G., Kooli, M.: Kindle Store
Hedge Fund Replication: A Re-examination of Two Key Studies | Portfolio for the Future | CAIA
Risk-return profile of hedge funds and standard assets | Download Scientific Diagram
Factor Selection in Dynamic Hedge Fund Replication Models: A Bayesian Approach | Emerald Insight
Hedge Fund Replication and Alternative Beta
On the tracking and replication of hedge fund optimal investment portfolio strategies in global capital markets in presence of n
GitHub - gwigniolle/Hedge-Fund-Replication
Forecasting Trend and Stock Price with Adaptive Extended Kalman Filter Data Fusion | Semantic Scholar
Hedge Fund Replication: Gregoriou, G., Kooli, M.: 9780230336810: Amazon.com: Books
Modelling and Replicating Hedge Fund Returns
EDHEC_Publication_Factor_Investing_and_Risk_Allocation
Asset Replication via Kalman Filtering FE 800 Special Problems in FE
Modelling and Replicating Hedge Fund Returns
