Essays about: "Constantijn Huigen"
Found 1 essay containing the words Constantijn Huigen.
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1. Factor-Based Hedge Fund Replication Using Exchange-Traded Funds
University essay from Handelshögskolan i Stockholm/Institutionen för finansiell ekonomiAbstract : This paper studies the performance of factor-based hedge fund replication. We use monthly data of nine exchange-traded funds to estimate clone portfolios over the sample period 2008-2016 for eleven different hedge fund indices. READ MORE
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