Building a Risk Measurement Framework for Hedge Funds and Funds of Funds
Year of publication: |
[2005]
|
---|---|
Authors: | Goodworth, Toby R.J. |
Other Persons: | Jones, Chris (contributor) |
Publisher: |
[2005]: [S.l.] : SSRN |
Subject: | Monte-Carlo-Simulation | Monte Carlo simulation | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | Hedging |
Extent: | 1 Online-Ressource (17 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments 2004 erstellt |
Other identifiers: | 10.2139/ssrn.670089 [DOI] |
Classification: | F47 - Forecasting and Simulation ; C11 - Bayesian Analysis ; C15 - Statistical Simulation Methods; Monte Carlo Methods |
Source: | ECONIS - Online Catalogue of the ZBW |
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