Downside Risk analysis applied to the Hedge Funds universe
Year of publication: |
2007
|
---|---|
Authors: | Perelló, Josep |
Published in: |
Physica A: Statistical Mechanics and its Applications. - Elsevier, ISSN 0378-4371. - Vol. 383.2007, 2, p. 480-496
|
Publisher: |
Elsevier |
Subject: | Econophysics | Hedge Funds | Downside Risk | CAPM |
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