Distributional Replication
Year of publication: |
2009-08-07
|
---|---|
Authors: | Beare, Brendan K. |
Institutions: | Department of Economics, University of California-San Diego (UCSD) |
Subject: | distributional replication | sieve estimation | hedge fund replication |
-
The value-added of investable hedge fund indices
Heidorn, Thomas, (2010)
-
Dynamic Portfolio Construction and Portfolio Risk Measurement
Mazibas, Murat, (2011)
-
Hedge fund replication using strategy specific factors
Subhash, Sujit, (2019)
- More ...
-
Copulas and Temporal Dependence
Beare, Brendan K., (2009)
-
Optimal Measure Preserving Derivatives
Beare, Brendan K., (2010)
-
Time irreversible copula-based Markov Models
Beare, Brendan K., (2012)
- More ...