Hedge fund replication using shrinkage methodologies
Year of publication: |
2014
|
---|---|
Authors: | Chen, Jiaqi ; Tindall, Michael L. |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 17.2014/15, 2, p. 26-49
|
Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Index | Index number | Statistische Methode | Statistical method |
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