Spanning Tests for Assets with Option-Like Payoffs : The Case of Hedge Funds
Year of publication: |
2020
|
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Authors: | Karehnke, Paul |
Other Persons: | de Roon, Frans (contributor) |
Publisher: |
[2020]: [S.l.] : SSRN |
Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Derivat | Derivative | CAPM | Deutschland | Germany | Anlageverhalten | Behavioural finance |
Extent: | 1 Online-Ressource (55 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Management Science, Forthcoming Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 30, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.2667473 [DOI] |
Classification: | G10 - General Financial Markets. General ; G11 - Portfolio Choice |
Source: | ECONIS - Online Catalogue of the ZBW |
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