Peter Lee

Independent

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Scholarly Papers (1)

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Hedge Fund Beta Replication: A Five-Year Retrospective

Journal of Investment Management (JOIM), Third Quarter 2014
Posted: 16 Nov 2014
Peter Lee and Andrew W. Lo
Independent and Massachusetts Institute of Technology (MIT) - Sloan School of Management

Abstract:

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Hedge funds, liquid alternatives, beta replication, exotic beta, smart beta