A fully parametric approach to return modelling and risk management of hedge funds
Year of publication: |
2006
|
---|---|
Authors: | Kassberger, Stefan ; Kiesel, Rüdiger |
Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 20.2006, 4, p. 472-491
|
Publisher: |
Springer |
Subject: | Hedge funds | NIG distribution | Risk management |
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