Tracking problems, hedge fund replication, and alternative beta
Year of publication: |
2011
|
---|---|
Authors: | Roncalli, Thierry ; Weisang, Guillaume |
Published in: |
Journal / The Capco Institute : journal of financial transformation. - Antwerp, ZDB-ID 2136813-2. - Vol. 31.2011, p. 19-29
|
Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Methodenkritik | Methodological criticism | Zustandsraummodell | State space model |
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