DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS‐IN‐VARIABLES
Year of publication: |
2010
|
---|---|
Authors: | Bodson, Laurent ; Coën, Alain ; Hübner, Georges |
Published in: |
The journal of financial research : a publ. of the School of Business Administration, Georgetown University. - Malden, Mass. [u.a.] : Blackwell Publishing, ISSN 0270-2592, ZDB-ID 8753532. - Vol. 33.2010, 3, p. 201-222
|
Saved in:
Saved in favorites
Similar items by person
-
Dynamic hedge fund style analysis with errors-in-variables
Bodson, Laurent, (2010)
-
DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS-IN-VARIABLES
Bodson, Laurent, (2010)
-
Mean-variance versus mean-VaR and mean-utility spanning
Bodson, Laurent, (2009)
- More ...