A Non-Parametric Test of Market Timing for Hedge Funds : Beyond Alpha and Beta
Year of publication: |
2010
|
---|---|
Authors: | Monarcha, Guillaume |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | CAPM | Hedging |
Extent: | 1 Online-Ressource (22 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments September 30, 2010 erstellt |
Other identifiers: | 10.2139/ssrn.1687018 [DOI] |
Classification: | G23 - Pension Funds; Other Private Financial Institutions |
Source: | ECONIS - Online Catalogue of the ZBW |
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