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isPartOf:"Managerial finance"
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Generalized runs tests to detect randomness in hedge funds returns
Hentati-Kaffel, Rania
;
De Peretti, Philippe
- In:
Journal of banking & finance
50
(
2015
),
pp. 608-615
Persistent link: https://www.econbiz.de/10010510178
Saved in:
2
Forecasting hedge fund volatility : a Markov regime-switching approach
Blazsek, Szabolcs
;
Downarowicz, Anna
- In:
The European journal of finance
19
(
2013
)
3/4
,
pp. 243-275
Persistent link: https://www.econbiz.de/10010243653
Saved in:
3
Hedge fund pricing and model uncertainty
Vrontos, Spyridon D.
;
Vrontos, Ioannis D.
;
Giamouridis, …
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 741-753
Persistent link: https://www.econbiz.de/10003702734
Saved in:
4
Hedge fund portfolio construction : a comparison of static and dynamic approaches
Giamouridis, Daniel
;
Vrontos, Ionnis D.
- In:
Journal of banking & finance
31
(
2007
)
1
,
pp. 199-217
Persistent link: https://www.econbiz.de/10003403194
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