On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns
Year of publication: |
2009
|
---|---|
Authors: | Racicot, François-Éric ; Théoret, Raymond |
Published in: |
International Advances in Economic Research. - International Atlantic Economic Society - IAES. - Vol. 15.2009, 1, p. 30-43
|
Publisher: |
International Atlantic Economic Society - IAES |
Subject: | Hedge funds returns | Alpha of Jensen | Financial models | Cumulants | Higher moments | Specification errors | Aggregation bias |
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