Cumulant instrument estimators for hedge fund return models with errors in variables
Year of publication: |
2014
|
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Authors: | Racicot, François-Éric ; Théoret, Raymond |
Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 10/12, p. 1134-1149
|
Subject: | asset pricing models | hedge funds | cumulant instruments | Hausman tests | GMM | Hedgefonds | Hedge fund | Momentenmethode | Method of moments | CAPM | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory | Hedging |
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