Testing the Effects of the Volatility of a Gaussian Distribution Monthly Returns of Commodity Futures Contracts of a Hedge Fund Portfolio
Year of publication: |
[2021]
|
---|---|
Authors: | Guirguis, Michel |
Publisher: |
[S.l.] : SSRN |
Subject: | Hedgefonds | Hedge fund | Volatilität | Volatility | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Rohstoffderivat | Commodity derivative | Hedging | Statistische Verteilung | Statistical distribution |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments April 8, 2021 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Hedge fund return higher moments over the business cycle
Racicot, François-Éric, (2019)
-
Gong, Xiao-Li, (2019)
-
Dissecting hedge funds' strategies
Noori, Mohammad, (2023)
- More ...
-
A multifactor model of investment trust discounts.
Guirguis, Michel, (2005)
-
The UK insurance industry - structure and performance
Hardwick, Philip, (2007)
-
Examining How Style Affects the Performance of Hedge Funds
Guirguis, Michel, (2020)
- More ...