On measuring nonlinear risk with scarce observations
| Year of publication: |
2010
|
|---|---|
| Authors: | Cherny, Alexander ; Douady, Raphael ; Molchanov, Stanislav |
| Published in: |
Finance and Stochastics. - Springer. - Vol. 14.2010, 3, p. 375-395
|
| Publisher: |
Springer |
| Subject: | Factor risk | Gaussian copula | Hedge fund replication | Hedge fund risk | Nonlinear risk |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008456132