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?
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