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Active factor investing: Hedge funds versus the rest of us

  • Jun Duanmu
  • , Yongjia Li
  • , Alexey Malakhov
  • Seattle University
  • Boise State University
  • Sam M. Walton College of Business

Research output: Contribution to journalArticlepeer-review

Original languageEnglish
Pages (from-to)424-441
Number of pages18
JournalReview of Financial Economics
Volume39
Issue number4
DOIs
StatePublished - Oct 2021
Externally publishedYes

ASJC Scopus Subject Areas

  • Finance
  • Economics and Econometrics

Keywords

  • beta management
  • hedge funds
  • market timing
  • performance prediction
  • return replication
  • risk factor exposures

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