Optimal Carry and Momentum Returns in Futures Markets : A Compensation for Capital Constrained Hedge Funds?
Year of publication: |
2013
|
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Authors: | Ahmerkamp, Jan Danilo |
Other Persons: | Grant, James (contributor) |
Publisher: |
[2013]: [S.l.] : SSRN |
Subject: | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection | Hedging | Derivat | Derivative |
Extent: | 1 Online-Ressource (49 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 30, 2013 erstellt |
Other identifiers: | 10.2139/ssrn.2234458 [DOI] |
Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; G13 - Contingent Pricing; Futures Pricing ; G15 - International Financial Markets ; G23 - Pension Funds; Other Private Financial Institutions |
Source: | ECONIS - Online Catalogue of the ZBW |
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