William Spurgin

University of Massachusetts Amherst

Department of Operations and Information Managemen

Amherst, MA 01003

United States

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Scholarly Papers (1)

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Performance Characteristics of Hedge Fund Replication Programs

Posted: 22 May 2019
Raj Gupta, Edward Szado and William Spurgin
American College of Healthcare Trustees, Providence College and University of Massachusetts Amherst

Abstract:

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Hedge Fund Replication, Clones, Performance, Factor, Distribution, Alpha