A note on statistical models for individual hedge fund returns
Ryozo Miura; Yoshimitsu Aoki
| Year of publication: |
2009
|
|---|---|
| Authors: | Miura, Ryozo ; Aoki, Yoshimitsu ; Yokouchi, Daisuke |
| Published in: |
Mathematical methods of operations research. - Berlin : Springer, ISSN 1432-2994, ZDB-ID 1310695-8. - Vol. 69.2009, 3, p. 553-577
|
| Subject: | Hedging | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | USA | United States | Theorie | Theory | Hedgefonds | Hedge fund |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003858278