SelectedWorks - Jun Duanmu

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Selected Works of Jun Duanmu

Assistant Professor

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About Jun Duanmu

Present	Assistant Professor, Louisiana Tech University ‐ Economics and Finance
Institution Organization Position Type Position Title Time Period to Options Current Position Affiliate my profile with this Institution

Finance and Financial Management and Finance

hedge fund management, investment, and quantitative finance

Phone: (318) 257-3593

Fax: (318) 257-4253

Email: jduanmu@latech.edu

Office: COBB 215

Beta Active Hedge Fund Management

Journal of Financial and Quantitative Analysis (2018)

Jun Duanmu, Alexey Malakhov and William R. McCumber

In Search of Missing Risk Factors: Hedge Fund Return Replication ...

2015 Financial Management Association European Conference (2015)

Jun Duanmu, Yongjia Li and Alexey Malakhov

Fully spanning the space of potential risk factors with tradable liquid portfolios is paramount in the context of a risk-based ...