Eighty-two percent of Jamaican workers are employed by micro, small, and medium-sized
enterprises, but only 5.1% of private sector entrepreneurial endeavors remain open after 42 …

Poor hedge fund performance can impede the financial performance of a business
organization. Despite the success of hedge funds, they incurred a loss of 33% during the …

Return-based methods are frequently used by risk managers to estimate the exposures of
hedge funds because of the limited transparency offered by such investment schemes. This …

In this article, the authors introduce clones of beta-switching funds that utilize the most-
recent state to set their factor exposures. The optimal weight on this state depends on …