A model-free identification of relative risk
Year of publication: |
2020
|
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Authors: | Kuzmina, Olga |
Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 717210-2. - Vol. 190.2020, p. 1-3
|
Subject: | Factor models | Hedge funds | Performance attribution | Performance evaluation | Unobserved risk | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Risiko | Risk | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income | Schätzung | Estimation | Faktorenanalyse | Factor analysis | Risikomanagement | Risk management |
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