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. - Emerald Group Publishing. - Vol. 38.2012, January, 1, p. 82-100
|
Publisher: |
Emerald Group Publishing |
Subject: | Copula functions | Financial management | Funds of funds | Hedge funds | Hedging | Survival analysis |
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