Showing 1 - 10 of 682,079
Persistent link: https://www.econbiz.de/10001388258
Persistent link: https://www.econbiz.de/10001582162
Persistent link: https://www.econbiz.de/10003800392
Persistent link: https://www.econbiz.de/10003959855
Recently, a body of academic literature has focused on the area of stable distributions and their application potential for improving our understanding of the risk of hedge funds. At the same time, research has sprung up that applies standard Bayesian methods to hedge fund evaluation. Little or...
Persistent link: https://www.econbiz.de/10008653564
portfolio theory, the Black-Scholes-Merton option pricing model or the RiskMetrics variance-covariance approach to VaR – rest …
Persistent link: https://www.econbiz.de/10008663369
Persistent link: https://www.econbiz.de/10008860416
Persistent link: https://www.econbiz.de/10001074223
Persistent link: https://www.econbiz.de/10011431109
Persistent link: https://www.econbiz.de/10011419842