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

页码：54 / 74

页数：21

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