|
- UID
- 223454
- 帖子
- 341
- 主题
- 12
- 注册时间
- 2011-7-11
- 最后登录
- 2014-8-7
|
The subject is covered by an article in one of the textbook of CAIA Level II 2009. The name of the article is "Passive Hedge Fund Replication:A critical Assessment of Existing Techniques". The conclusion there is generally negative, if I remember it correctly.
Liberty Hill, CAIA, CFA |
|
发表于 2011-10-11 01:17
|