Modeling hedge fund exposure to risk factors
Year of publication: |
2012
|
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Authors: | Jawadi, Fredj ; Khanniche, Sabrina |
Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 29.2012, 4, p. 1003-1018
|
Subject: | Hedge funds | Style analysis | Nonlinearity | Switching Transition Regression models | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Regressionsanalyse | Regression analysis | Hedging |
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