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Asness, C., R. Krail, and J. Liew, 2000, Do Hedge Funds Hedge?, Journal of Portfolio Management, Vol. 28, No. 1, pp. 6–19.

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Géhin, W., and M. Vaissié, 2006, The Right Place for Alternative Betas in Hedge Fund Performance: an Answer to the Capacity Effect Fantasy, The Journal of Alternative Investments, Vol. 9, No. 1, pp. 9–18.