Hedge fund systemic risk signals
Year of publication: |
2014
|
---|---|
Authors: | Savona, Roberto |
Published in: |
European Journal of Operational Research. - Elsevier, ISSN 0377-2217. - Vol. 236.2014, 1, p. 282-291
|
Publisher: |
Elsevier |
Subject: | Hedge funds | Dynamic conditional correlations | Time-varying beta | Regression trees | Early warning system |
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