A joint survival analysis of hedge funds and funds of funds using copulas
Year of publication: |
2012
|
---|---|
Authors: | Gregoriou, Greg N. ; Pascalau, Razvan |
Published in: |
Managerial finance. - Bingley : Emerald Group Publishing Limited, ISSN 0307-4358, ZDB-ID 750561-9. - Vol. 38.2012, 1, p. 82-100
|
Subject: | Hedgefonds | Hedge fund | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement | Multivariate Verteilung | Multivariate distribution | Welt | World |
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