Exploring limitations of return-based exposure estimation for hedge funds
Year of publication: |
2014
|
---|---|
Authors: | Frei, Christian W. ; Hughes, Paul |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 16.2013/14, 3, p. 48-63
|
Subject: | Posterior Cramer-Rao bound concept | PCRB | Hedgefonds | Hedge fund | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income | Schätztheorie | Estimation theory |
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