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SSRNDerivatives & Volatility

Hedge Fund Strategy

The research uses machine learning to analyze hedge fund strategies, concluding that most do not align with their reported performance.

Featured in No. 38 on 21 Feb 2024 ·

Released
5 Jul 2023
First featured
No. 38 · 21 Feb 2024
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
3
Identifier
SSRN 4730233

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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