Jun Duanmu

Louisiana Tech University - Department of Economics and Finance

Ruston, LA 71272

United States

  • Louisiana Tech University - Department of Economics and Finance

SCHOLARLY PAPERS

4

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3

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1

Scholarly Papers (4)

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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 1,300 (25,260)
Citation 1

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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: 17 Jan 2023
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 786 (51,402)

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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
Jun Duanmu, Alexey Malakhov and William R. McCumber
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 539 (83,560)
Citation 2

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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 Posted: 14 Jun 2019
Jun Duanmu, Qiping Huang, Yongjia Li and Garrett McBrayer
Louisiana Tech University - Department of Economics and Finance, University of Dayton, Boise State University - College of Business and Economics, Department of Finance and Boise State University
Downloads 211 (231,215)

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Hedge funds, Corporate social responsibility, Risk taking