Elaine Fang

Princeton University

22 Chambers Street

Princeton, NJ 08544-0708

United States

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Scholarly Papers (1)

1.

Are Higher-Order Factors Useful in Pricing the Cross-Section of Hedge Fund Returns?

Number of pages: 57 Posted: 31 Jul 2018 Last Revised: 12 May 2019
Elaine Fang and Caio Almeida
Princeton University and Getulio Vargas Foundation
Downloads 45 (403,300)

Abstract:

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Hedge Fund Performance, LASSO, Risk Factors, Cross-Section of Returns