Cloning Hedge Fund Indexes

Log in to collect

Academic paper

The Cost of Capital for Alternative Investments

AuthorsJakub W. Jurek; Erik Stafford

Institute
  • National Bureau of Economic Research
  • University of Pennsylvania
  • National Bureau of Economic Research (NBER)
  • University of Pennsylvania - Finance Department
  • Harvard Business School - Finance Unit

This strategy is gated

A paid plan unlocks the full write-up, rules, Python, and trade lists. About 20% of the library stays free.