An alternative approach to alternative beta
Year of publication: |
2008
|
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Authors: | Teiletche, Jérôme ; Roncalli, Thierry |
Institutions: | Université Paris-Dauphine (Paris IX) |
Subject: | Kalman Filters | Hedge Funds |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published in Journal of Financial Transformation, 2008, no. 24. pp. 43-52.Length: 9 pages |
Classification: | O16 - Financial Markets; Saving and Capital Investment ; G11 - Portfolio Choice ; D84 - Expectations; Speculations |
Source: |
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