Option-Implied Tail Risk, Timing by Hedge Funds, and Performance
Year of publication: |
2018
|
---|---|
Authors: | Shin, Jung Soon |
Other Persons: | Kim, Min Ki (contributor) ; Oh, Dong Jun (contributor) ; Kim, Tong Suk (contributor) |
Publisher: |
[2018]: [S.l.] : SSRN |
Subject: | Hedgefonds | Hedge fund | Performance-Messung | Performance measurement | Schätzung | Estimation |
Extent: | 1 Online-Ressource (67 p) |
---|---|
Series: | KAIST College of Business Working Paper Series ; No. 2017-016 |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 16, 2017 erstellt |
Other identifiers: | 10.2139/ssrn.3016998 [DOI] |
Classification: | G2 - Financial Institutions and Services ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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