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Title: Bayesian Nonparametric Measurement of Factor Betas and Clustering with Application to Hedge Fund Returns
Award ID(s):
1322216
PAR ID:
10082469
Author(s) / Creator(s):
; ; ;
Date Published:
Journal Name:
Econometrics
Volume:
4
Issue:
4
ISSN:
2225-1146
Page Range / eLocation ID:
13
Format(s):
Medium: X
Sponsoring Org:
National Science Foundation
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