Hedge fund strategies, performance &diversification : a portfolio theory & stochastic discount factor approach
Year of publication: |
2021
|
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Authors: | Newton, David P. ; Platanakis, Emmanouil ; Stafylas, Dimitrios ; Sutcliffe, Charles M. S. ; Ye, Xiaoxia |
Published in: |
The British accounting review : the journal of the British Accounting Association. - Amsterdam [u.a.] : Elsevier, ISSN 0890-8389, ZDB-ID 1015419-X. - Vol. 53.2021, 5, p. 1-22
|
Subject: | Bayes-Stein | Black-Litterman | Hedge funds | Portfolio diversification | Stochastic discount factors | Theorie | Theory | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Diskontierung | Discounting | CAPM | Diversifikation | Diversification | Kapitaleinkommen | Capital income | Hedging |
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