Hedge fund index-engineering methodologies: a comparison and demonstration

Stafylas, D, Anderson, K and Uddin, M orcid.org/0000-0003-1035-0365 (2018) Hedge fund index-engineering methodologies: a comparison and demonstration. Applied Economics, 50 (6). pp. 596-612. ISSN 0003-6846

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Copyright, Publisher and Additional Information: © 2017 Informa UK Limited, trading as Taylor & Francis Group. This is an Accepted Manuscript of an article published by Taylor & Francis in Applied Economics on 26 May 2017, available online: http://www.tandfonline.com/10.1080/00036846.2017.1332746. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Hedge funds, indices, indexes, classification, construction methodology
Dates:
  • Published: 1 February 2018
  • Accepted: 16 May 2017
  • Published (online): 26 May 2017
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Accounting & Finance Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 21 Jun 2017 10:57
Last Modified: 26 Nov 2018 01:38
Status: Published
Publisher: Routledge
Identification Number: https://doi.org/10.1080/00036846.2017.1332746

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