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subject:"Portfolio-Management"
~isPartOf:"Atlantic economic journal : AEJ"
~person:"Ben-David, Itzhak"
~person:"Kosowski, Robert"
~person:"Racicot, François-Éric"
~person:"Teo, Melvyn"
~subject:"Hedgefonds"
~subject:"Performance-Messung"
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Hedge fund returns, Kalman filter, and errors-in-variables
Racicot, François-Éric
;
Théoret, Raymond
- In:
Atlantic economic journal : AEJ
38
(
2010
)
3
,
pp. 377-378
Persistent link: https://www.econbiz.de/10009259586
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