The option CAPM and the performance of hedge funds
Year of publication: |
2011
|
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Authors: | Díez de los Ríos, Antonio ; Garcia, René |
Published in: |
Review of derivatives research. - Norwell, Mass. [u.a.] : Springer, ISSN 1380-6645, ZDB-ID 1387516-4. - Vol. 14.2011, 2, p. 137-167
|
Subject: | Hedge funds | Non-linear return structure | Performance evaluation | Hedgefonds | Hedge fund | CAPM | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income | Hedging |
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