Hedge Funds and Optimal Asset Allocation : Bayesian Expectations, Time-Varying Investment Opportunities and Mean-Variance Spanning
Year of publication: |
2011
|
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Authors: | Bessler, Wolfgang |
Other Persons: | Holler, Julian (contributor) ; Kurmann, Philipp (contributor) |
Publisher: |
[2011]: [S.l.] : SSRN |
Subject: | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Bayes-Statistik | Bayesian inference | Schätzung | Estimation |
Extent: | 1 Online-Ressource (51 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 16, 2011 erstellt |
Other identifiers: | 10.2139/ssrn.1928320 [DOI] |
Classification: | G11 - Portfolio Choice ; G23 - Pension Funds; Other Private Financial Institutions |
Source: | ECONIS - Online Catalogue of the ZBW |
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