What Drives the Tracking Error of Hedge Fund Clones?

被引：5
|
作者：
Ben Dor, Arik [1 ]
Jagannathan, Ravi [2 ,3 ]
Meier, Iwan [4 ]
Xu, Zhe [1 ]
机构：
[1] Barclays, Quantitat Portfolio Strategy Grp, Barclays, NY 11217 USA
[2] Kellogg Sch Management, Finance, Evanston, IL USA
[3] Shanghai Adv Inst Finance, Shanghai, Peoples R China
[4] HEC Montreal, Finance, Montreal, PQ, Canada
来源：
JOURNAL OF ALTERNATIVE INVESTMENTS | 2012年 / 15卷 / 02期
关键词：
D O I：
10.3905/jai.2012.15.2.054
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：54 / 74
页数：21
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