Passive hedge fund replication : beyond the linear case
Year of publication: |
2010
|
---|---|
Authors: | Amenc, Noël ; Martellini, Lionel ; Meyfredi, Jean-Christophe ; Ziemann, Volker |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 16.2010, 2, p. 191-210
|
Subject: | Institutioneller Investor | Institutional investor | Hedgefonds | Hedge fund | Finanzprodukt | Financial product | Statistische Methode | Statistical method | 1997-2006 |
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