Modeling hedge fund returns : selection, nonlinearity and managerial efficiency
Year of publication: |
2014
|
---|---|
Authors: | Lahiri, Kajal ; Shawky, Hany A. ; Zhao, Yongchen |
Published in: |
Managerial and decision economics : MDE ; the international journal of research and progress in management economics. - Chichester [u.a.] : Wiley, ISSN 0143-6570, ZDB-ID 582227-0. - Vol. 35.2014, 2, p. 172-187
|
Subject: | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Nichtlineare Regression | Nonlinear regression | Schätzung | Estimation | Hedging |
-
Kakushadze, Zura, (2014)
-
Risk and beta anatomy in the hedge fund industry
Savona, Roberto, (2014)
-
Hedge fund return higher moments over the business cycle
Racicot, François-Éric, (2019)
- More ...
-
Modeling Hedge Fund Returns: Selection, Nonlinearity and Managerial Efficiency
Klein, Peter, (2014)
-
On estimating the failure probability of hedge funds
Lahiri, Kajal, (2011)
-
On estimating the failure probability of hedge funds
Lahiri, Kajal, (2011)
- More ...