A joint survival analysis of hedge funds and funds of funds using copulas
Year of publication: |
2011
|
---|---|
Authors: | Gregoriou, Greg N. ; Pascalau, Razvan |
Other Persons: | Pascalau, Razvan (ed.) |
Published in: |
Managerial Finance. - Emerald Group Publishing Limited, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 38.2011, 1, p. 82-100
|
Publisher: |
Emerald Group Publishing Limited |
Subject: | Hedge funds | Funds of funds | Copula functions | Survival analysis | Hedging | Financial management |
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