One of our best 2016 theses was on hedge fund replicators in South Africa by David Boers

By: Boers, David Source: http://repository.up.ac.za/handle/2263/59809 Abstract: The purpose of this paper was to explore the passive replication of hedge fund returns as an alternative means of investment. Current popular techniques have generally shown poor out-of-sample performance. This research aimed at creating an equity factor model through the use of the “style engine” created in Muller and […]
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