What drives the tracking error of hedge fund clones?

Arik Ben Dor*, Ravi Jagannathan, Iwan Meier, Zhe Xu

*Corresponding author for this work

Research output: Contribution to journalArticlepeer-review

5 Scopus citations
Original languageEnglish (US)
Pages (from-to)54-74
Number of pages21
JournalJournal of Alternative Investments
Volume15
Issue number2
DOIs
StatePublished - Sep 1 2012

ASJC Scopus subject areas

  • Finance
  • Economics and Econometrics

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