A Bayesian approach to detecting nonlinear risk exposures in hedge fund strategies
Dimitrios Giannikis; Ioannis D. Vrontos
| Year of publication: |
2011
|
|---|---|
| Authors: | Giannikis, Dimitrios ; Vrontos, Ioannis D. |
| Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 35.2011, 6, p. 1399-1414
|
| Subject: | Hedgefonds | Hedge fund | Risikomanagement | Risk management |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009244982