Jun Duanmu

Louisiana Tech University - Department of Economics and Finance

Ruston, LA 71272

United States

SCHOLARLY PAPERS

4

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Top 21,665

in Total Papers Downloads

2,132

CITATIONS

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Scholarly Papers (4)

1.

In Search of Missing Risk Factors: Hedge Fund Return Replication with ETFs

Number of pages: 55 Posted: 20 Mar 2014 Last Revised: 22 Jul 2018
Jun Duanmu, Yongjia Li and Alexey Malakhov
Louisiana Tech University - Department of Economics and Finance, Boise State University - College of Business and Economics, Department of Finance and University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance
Downloads 1,089 (18,527)

Abstract:

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hedge funds, risk factor exposures, factor selection, return replication, performance measurement, performance prediction

2.

Active Factor Investing: Hedge Funds vs. the Rest of Us

Number of pages: 23 Posted: 02 Dec 2014 Last Revised: 19 Aug 2017
Jun Duanmu, Yongjia Li and Alexey Malakhov
Louisiana Tech University - Department of Economics and Finance, Boise State University - College of Business and Economics, Department of Finance and University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance
Downloads 658 (37,835)

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hedge funds, risk factor exposures, factor investing, return replication, performance prediction, beta active management, smart beta

3.

Beta Active Hedge Fund Management

Number of pages: 62 Posted: 14 Mar 2012 Last Revised: 26 Apr 2017
Louisiana Tech University - Department of Economics and Finance, University of Arkansas, Fayetteville - Sam M. Walton College of Business, Department of Finance and College of Business, Louisiana Tech University
Downloads 384 (74,511)

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hedge funds, alpha, beta, active management, factor timing, performance measurement, performance prediction

4.

Can Hedge Funds Benefit from CSR Investment?

Number of pages: 33
Louisiana Tech University - Department of Economics and Finance, Boise State University - College of Business & Economics, Boise State University - College of Business and Economics, Department of Finance and Boise State University
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Hedge funds, Corporate social responsibility, Risk taking