Exploring non linearities in Hedge Funds: An Application of Particle Filters to Hedge Fund Replication.” Poster, January 29, 2010, 2nd Annual Conference on Hedge Funds: Markets, Liquidity, and Fund Managers’ Incentives, Palais Brongniart, Paris, France.
Contact Information
Guillaume Weisang
Assistant Professor of Finance
Graduate School of Management
Clark University
950 Main Street,
Worcester, MA 01610-1477Phone: 508-421-3852
Email: gweisang@clarku.eduMy Curriculum Vitae » (pdf)