Jun Duanmu

Louisiana Tech University - Department of Economics and Finance

Ruston, LA 71272

United States

SCHOLARLY PAPERS

4

DOWNLOADS
Rank 21,331

SSRN RANKINGS

Top 21,331

in Total Papers Downloads

2,274

SSRN CITATIONS

2

CROSSREF CITATIONS

1

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 1,131 (18,381)
Citation 1

Abstract:

Loading...

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: 14 Oct 2019
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 678 (37,998)

Abstract:

Loading...

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 410 (72,278)
Citation 2

Abstract:

Loading...

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
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
Downloads 55 (378,739)

Abstract:

Loading...

Hedge funds, Corporate social responsibility, Risk taking