Seeking papers on multi-factor models on the equity long short hedge funds

[wkdwnstjdTprtm]

I am seeking papers that use regression & multi-factor models for equity long-short funds.
I am interested in understanding the funds' behavior and exposure to various factors using some quantitative techniques such as regression.
For example, I ran regression of financials equity long/short funds against various sectors and the financials sector was not statistically significant while Information Technology was!
These are some mysteries I want to understand.
Thank you very much in your help.

 

[David Xu]

Have a look here:

Alpha Characteristics of Hedge Funds by Sameer Jain, Andrew Yongvanich, Xinfeng Zhou :: SSRN

It's a quick read and not too difficult, but does a great job explaining HF exposures.

 

[wkdwnstjdTprtm]

Have a look here:

Alpha Characteristics of Hedge Funds by Sameer Jain, Andrew Yongvanich, Xinfeng Zhou :: SSRN

It's a quick read and not too difficult, but does a great job explaining HF exposures.

Thank you very much!!