Seeking papers on multi-factor models on the equity long short hedge funds
I am seeking papers that use regression & multi-factor models for equity long-short funds. I am interested in understanding the funds' behavior and exposure to various factors using some quantitative techniques such as regression. For example, I ran regression of financials equity long/short funds against various sectors and the financials sector was not statistically significant while Information Technology was! These are some mysteries I want to understand. Thank you very much in your help.
AQR has everything you need :)
where can i find them on the AQR website?
Eius magni doloremque tempora corporis. Ducimus ex eaque fugit voluptatem quo est est. Voluptas sed impedit aut placeat corporis et pariatur.
See All Comments - 100% Free
WSO depends on everyone being able to pitch in when they know something. Unlock with your email and get bonus: 6 financial modeling lessons free ($199 value)
or Unlock with your social account...