Stylistic Differences across Hedge Funds as Revealed by Historical Monthly Returns

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ISSN Print: 2150-4059
ISSN Online: 2150-4067
www.scirp.org/journal/ti
E-mail: ti@scirp.org

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"Stylistic Differences across Hedge Funds as Revealed by Historical Monthly Returns"
written by Hany A. Shawky, Achla Marathe,
published by Technology and Investment, Vol.1 No.1, 2010

has been cited by the following article(s):

[1]	Supervised similarity learning for corporate bonds using Random Forest proximities
	arXiv preprint arXiv …, 2022

[2]	On Robustness of Mutual Funds Categorization and Distance Metric Learning
	The Journal of Financial Data Science, 2021

[3]	Machine Learning Fund Categorizations
	2020

[1]	Supervised similarity learning for corporate bonds using Random Forest proximities 3rd ACM International Conference on AI in Finance, 2022 DOI:10.1145/3533271.3561736

[2]	Supervised similarity learning for corporate bonds using Random Forest proximities Proceedings of the Third ACM International Conference on AI in Finance, 2022 DOI:10.1145/3533271.3561736

[3]	Supervised similarity learning for corporate bonds using Random Forest proximities Proceedings of the Third ACM International Conference on AI in Finance, 2022 DOI:10.1145/3533271.3561736

[4]	Machine learning fund categorizations Proceedings of the First ACM International Conference on AI in Finance, 2020 DOI:10.1145/3383455.3422555

[5]	Machine learning fund categorizations Proceedings of the First ACM International Conference on AI in Finance, 2020 DOI:10.1145/3383455.3422555

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