The option CAPM and the performance of hedge funds
| Year of publication: |
2011
|
|---|---|
| Authors: | Rios, Antonio Diez de los ; Garcia, René |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 14.2011, 2, p. 137-167
|
| Publisher: |
Springer |
| Subject: | Hedge funds | Non-linear return structure | Performance evaluation |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009150225