The Cost of Capital for Alternative Investments
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https://www.nber.org/papers/w19643
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资源简介：
We document that the risks and pre-fee returns of broad hedge fund indices can be accurately matched with simple equity index put writing strategies, which provide monthly liquidity and complete transparency over their state-contingent payoff profiles. This nonlinear risk exposure combines with
提供机构：
美国国家经济研究局
创建时间：
2013-11-01
