Bo Zeng

Purdue University

610 Purdue Mall

West Lafayette, IN 47907

United States

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Hedge Fund Investment Through Piecewise Linear Regression and Optimization

Number of pages: 15 Posted: 27 Mar 2007
Fei Pan and Bo Zeng
Purdue University - Krannert School of Management and Purdue University
Downloads 560 (68,024)

Abstract:

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hedge fund, piecewise linear regression, portfolio optimization