A Bayesian Approach to Detecting Nonlinear Risk Exposures in Hedge Fund Strategies
Year of publication: |
[2016]
|
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Authors: | Giannikis, Dimitrios S. |
Other Persons: | Vrontos, Ioannis D. (contributor) |
Publisher: |
[2016]: [S.l.] : SSRN |
Extent: | 1 Online-Ressource (27 p) |
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Type of publication: | Book / Working Paper |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments May 2008 erstellt |
Other identifiers: | 10.2139/ssrn.1137914 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; C11 - Bayesian Analysis |
Source: | ECONIS - Online Catalogue of the ZBW |
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