Forecasting the performance of hedge fund styles
Year of publication: |
2012
|
---|---|
Authors: | Olmo, José ; Sanso-Navarro, Marcos |
Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 36.2012, 8, p. 2351-2365
|
Publisher: |
Elsevier |
Subject: | Conditional density estimation | Hedge fund styles | Nonparametric methods | Portfolio performance | Stochastic dominance tests |
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