Hedge Fund Index Engineering Methodologies:A Comparison and Demonstration

Stafylas, Dimitrios, Anderson, Keith Philip orcid.org/0000-0002-6557-422X and Uddin, Muhammad Moshfique (2018) Hedge Fund Index Engineering Methodologies:A Comparison and Demonstration. Applied Economics. pp. 596-612. ISSN 1466-4283

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© 2017 Informa UK Limited, trading as Taylor & Francis Group. This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy. Further copying may not be permitted; contact the publisher for details

Keywords: Hedge funds,classification,construction methodology,indexes,indices
Dates:
  • Published: 2018
  • Published (online): 26 May 2017
  • Accepted: 16 May 2017
Institution: The University of York
Academic Units: The University of York > Faculty of Social Sciences (York) > The York Management School
Depositing User: Pure (York)
Date Deposited: 01 Jun 2017 08:45
Last Modified: 16 Oct 2024 13:47
Published Version: https://doi.org/10.1080/00036846.2017.1332746
Status: Published
Refereed: Yes
Identification Number: 10.1080/00036846.2017.1332746
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Filename: HF_index_engineering_Applied_Economics_2.docx

Description: HF_index_engineering Applied Economics 2

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