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Persistent link: https://www.econbiz.de/10011964621
This study focuses on dynamic changes in survival probabilities over the lifetimes of hedge funds. To model such probabilities, a mixed Cox proportional hazards (CPH) model-specifically, a survival/hazard model with time-varying covariates and fixed covariates- is employed. Resulting dynamic...
Persistent link: https://www.econbiz.de/10010875297