A Study of Dynamic Market Strategies of Hedge Funds Using the Kalman Filter

François-Éric Racicot; Raymond Théoret

doi:10.3905/jwm.2007.698898

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A Study of Dynamic Market Strategies of Hedge Funds Using the Kalman Filter

François-Éric Racicot and Raymond Théoret

The Journal of Wealth Management Winter 2007, 10 (3) 94-106; DOI: https://doi.org/10.3905/jwm.2007.698898

François-Éric Racicot

An associate professor at University of Quebec (Outaouais), (UQO) in Quebec, Canada.

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For correspondence: francoiseric.racicot@uqo.ca

Raymond Théoret

A professor at University of Quebec (Montreal), (UQAM) in Quebec, Canada.

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For correspondence: theoret.raymond@uqam.ca

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A Study of Dynamic Market Strategies of Hedge Funds Using the Kalman Filter

François-Éric Racicot, Raymond Théoret

The Journal of Wealth Management Oct 2007, 10 (3) 94-106; DOI: 10.3905/jwm.2007.698898

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A Study of Dynamic Market Strategies of Hedge Funds Using the Kalman Filter

François-Éric Racicot, Raymond Théoret

The Journal of Wealth Management Oct 2007, 10 (3) 94-106; DOI: 10.3905/jwm.2007.698898

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