Alex Lostado

NilssonHedge

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Scholarly Papers (1)

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Hedge Fund Alpha – Net Zero Using a Dynamic Factor Approach

Number of pages: 9 Posted: 13 Jun 2021
Alex Lostado and L Nilsson
NilssonHedge and NilssonHedge.com
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Abstract:

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Hedge Funds, Alpha persistence, Factor Regression, Return Dispersion