Quantile regression analysis of hedge fund strategies
Loukia Meligkotsidou; Ioannis D. Vrontos; Spyridon D. Vrontos
| Year of publication: |
2009
|
|---|---|
| Authors: | Meligkotsidou, Loukia ; Vrontos, Ioannis D. ; Vrontos, Spyridon D. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 16.2009, 2, p. 264-279
|
| Subject: | Hedgefonds | Hedge fund | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Classification: | G11 - Portfolio Choice ; G12 - Asset Pricing ; C11 - Bayesian Analysis |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003839319