A style-based market risk model for hedge fund portfolios
Year of publication: |
2010
|
---|---|
Authors: | Zhou, Xuelong ; Litke, Adam ; McLaughlin, Michael |
Published in: |
The journal of portfolio management : a publication of Institutional Investor. - New York, NY : Pageant Media Ltd., ISSN 0095-4918, ZDB-ID 197145-1. - Vol. 36.2009/10, 4, p. 124-131
|
Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Risiko | Risk |
-
Hedgefonds : systematische Risiken und Portable Alphas
Tsotsonos, Paraskevas, (2009)
-
Tail risk of hedge funds : an extreme value application
Gawron, Gregor Aleksander, (2007)
-
The prospective low risk hedge fund capital allocation line model : evidence from the debt market
Vukovic, Darko B., (2018)
- More ...
-
HEDGE FUNDS A STYLE-BASED MARKET RISK MODEL FOR HEDGE FUND PORTFOLIOS
Zhou, Xuelong, (2010)
-
Frankel, Richard M., (2010)
-
Data-efficient model building for financial applications: A semi-supervised learning approach
Sandow, Sven, (2007)
- More ...