Technical Program
Paper Detail
| Paper: | SS-L6.1 | ||
| Session: | Financial Signal Processing and Electronic Trading | ||
| Location: | Room 110 | ||
| Session Time: | Thursday, May 30, 15:20 - 17:20 | ||
| Presentation Time: | Thursday, May 30, 15:20 - 15:40 | ||
| Presentation: | Lecture | ||
| Topic: | Special Sessions: Financial Signal Processing and Electronic Trading | ||
| Paper Title: | REPLICATION AND OPTIMIZATION OF HEDGE FUND RISK FACTOR EXPOSURES | ||
| Authors: | Douglas Johnston, Quantalysis, LLC, United States; Inigo Urteaga, Petar Djuric, Stony Brook University, United States | ||