Hedge fund risk factors and the value at risk of fixed income trading strategies
Year of publication: |
2006
|
---|---|
Authors: | Loudon, Geoffrey F. ; Okunev, John ; White, Derek |
Published in: |
The journal of fixed income. - London : IPR Journals, ISSN 1059-8596, ZDB-ID 1116103-6. - Vol. 16.2006, 2, p. 46-61
|
Subject: | Hedgefonds | Hedge fund | Anleihe | Bond | Kapitaleinkommen | Capital income | Risikomaß | Risk measure | USA | United States | 1995-2005 |
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