@article{b7ff60a65f9f4d8eaebd856ef3b2253d,
title = "Capturing hedge fund risk factor exposures: Hedge fund return replication with ETFs",
keywords = "G11, G23, factor selection, hedge funds, return replication, risk factor exposures",
author = "Jun Duanmu and Yongjia Li and Alexey Malakhov",
note = "Publisher Copyright: {\textcopyright} 2019 The Eastern Finance Association",
year = "2020",
month = aug,
day = "1",
doi = "10.1111/fire.12221",
language = "English",
volume = "55",
pages = "405--431",
journal = "Financial Review",
issn = "0732-8516",
number = "3",
}