Hedge fund pricing and model uncertainty
Year of publication: |
2008
|
---|---|
Authors: | Vrontos, Spyridon D. ; Vrontos, Ioannis D. ; Giamouridis, Daniel |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 32.2008, 5, p. 741-753
|
Subject: | Hedgefonds | Hedge fund | ARCH-Modell | ARCH model | CAPM |
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