Do market timing hedge funds time the market?
Yong Chen and Bing Liang
| Year of publication: |
2007
|
|---|---|
| Authors: | Chen, Yong ; Liang, Bing |
| Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 42.2007, 4, p. 827-856
|
| Subject: | Hedgefonds | Hedge fund | Volatilität | Volatility | Intertemporale Entscheidung | Intertemporal choice | Bootstrap-Verfahren | Bootstrap approach | Finanzmarkt | Financial market | USA | United States | 1994-2005 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003586786