---
title: Anomalies as Hedge Fund Factors
url: https://www.ml-quant.com/papers/ssrn/4709472/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4709472
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4709472
featured: 2024-01-30
citations: unknown
topic: Derivatives & Volatility
---


# Anomalies as Hedge Fund Factors

A nine-factor model, which includes five anomaly factors, is effective in explaining hedge fund returns, highlighting the need for regular factor updates in the hedge fund sector.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4709472
- Identifier: SSRN 4709472
- Released: 2023-01-10
- First featured: Quant Letter No. 35 (2024-01-30): https://www.ml-quant.com/issues/2024-01-30/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Derivatives & Volatility

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