Hedge Fund Strategies, Performance & Diversification : A Portfolio Theory & Stochastic Discount Factor Approach
Year of publication: |
2020
|
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Authors: | Newton, David |
Other Persons: | Platanakis, Emmanouil (contributor) ; Stafylas, Dimitrios (contributor) ; Sutcliffe, Charles (contributor) ; Ye, Xiaoxia (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | CAPM | Diversifikation | Diversification | Diskontierung | Discounting | Kapitaleinkommen | Capital income |
Extent: | 1 Online-Ressource (59 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 29, 2020 erstellt |
Other identifiers: | 10.2139/ssrn.3388184 [DOI] |
Classification: | G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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