The Black and Litterman framework with higher moments : the case of hedge funds
Giampaolo Gabbi, Andrea Limone, and Roberto Renò
| Year of publication: |
2009
|
|---|---|
| Authors: | Gabbi, Giampaolo ; Limone, Andrea ; Renò, Roberto |
| Published in: |
Stock market volatility. - Boca Raton, Fla. [u.a.] : Chapman & Hall/CRC Press, ISBN 978-1-4200-9954-6. - 2009, p. 255-273
|
| Subject: | Kapitalanlage | Financial investment | Kapitaleinkommen | Capital income | Prognose | Forecast | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003830474