Exploiting skewness to build an optimal hedge fund with a currency overlay
C. J. Adcock
| Year of publication: |
2005
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|---|---|
| Authors: | Adcock, C. J. |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 11.2005, 5, p. 419-443
|
| Subject: | Währungsrisiko | Exchange rate risk | Hedgefonds | Hedge fund |
| 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/10003183304