Simone Siragusa

University of Lugano

PhD Student

Via Sole 14

CH-6904 Lugano, TN Ticino 6900

Switzerland

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Hedge Fund Indexes Replica

Number of pages: 37 Posted: 30 Jan 2009 Last Revised: 03 Feb 2009
Simone Siragusa
University of Lugano
Downloads 350 (161,981)

Abstract:

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Hedge Fund, Hedge Fund Indexes, Style Analysis, Omega Ratio