An alternative approach to alternative beta
Year of publication: |
2008
|
---|---|
Authors: | Roncalli, Thierry ; Teïletche, Jérôme |
Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 2136813-2. - Vol. 24.2008, p. 43-52
|
Subject: | Hedgefonds | Hedge fund | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income |
-
The hedge fund mirage : the illusion of big money and why it's too good to be true
Lack, Simon, (2012)
-
Style analysis of funds of hedge funds: measurement of asset allocation and style drift
Schwindler, Oliver A., (2006)
-
Tactical asset allocation for hedge fund indices at one- to six-month horizons
Favre, Laurent, (2006)
- More ...
-
The properties of equally weighted risk contribution portfolios
Maillard, Sébastien, (2010)
-
THE PROPERTIES OF EQUALLY WEIGHTED RISK CONTRIBUTION PORTFOLIOS
Maillard, Sébastien, (2010)
-
La dynamique des la volatilité à très haute fréquence des taux longs euro
Lespagnol, Charlotte, (2005)
- More ...