Fei Pan

Purdue University - Krannert School of Management

1310 Krannert Building

West Lafayette, IN 47907-1310

United States

http://panfei.googlepages.com

SCHOLARLY PAPERS

3

DOWNLOADS

835

SSRN CITATIONS

0

CROSSREF CITATIONS

1

Scholarly Papers (3)

1.

Hedge Fund Investment Through Piecewise Linear Regression and Optimization

Number of pages: 15 Posted: 27 Mar 2007
Fei Pan and Bo Zeng
Purdue University - Krannert School of Management and Purdue University
Downloads 557 (61,743)

Abstract:

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hedge fund, piecewise linear regression, portfolio optimization

2.

The Impact of Competition on Manager Compensation: Theory and Evidence in Hedge Funds

Number of pages: 54 Posted: 20 Oct 2008 Last Revised: 15 Feb 2010
Fei Pan, Hui Zhao and Kwei Tang
Purdue University - Krannert School of Management, affiliation not provided to SSRN and Purdue University - Krannert School of Management
Downloads 174 (213,649)
Citation 1

Abstract:

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Competition, Hedge funds, High-water mark, Asymmetric information

3.

A Learning-Based Linear Replicator for Hedge Fund Indexes

Number of pages: 38 Posted: 13 Sep 2007 Last Revised: 15 Feb 2010
Fei Pan and Kwei Tang
Purdue University - Krannert School of Management and Purdue University - Krannert School of Management
Downloads 104 (317,641)

Abstract:

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Hedge fund indexes; Hedge fund replication; Piecewise linear regression; Clustering