An application of sensitivity analysis to hedge funds
Greg N. Gregoriou and Razvan Pascalau
| Year of publication: |
March 2016
|
|---|---|
| Authors: | Gregoriou, Greg N. ; Pascalau, Razvan |
| Published in: |
The journal of risk model validation. - London : Infopro Digital, ISSN 1753-9579, ZDB-ID 2316764-6. - Vol. 10.2016, 1, p. 21-45
|
| Subject: | sensitivity analysis | hedge funds | DEA | risk management | efficiency | Risikomanagement | Risk management | Hedgefonds | Hedge fund | Sensitivitätsanalyse | Sensitivity analysis | Data-Envelopment-Analyse | Data envelopment analysis | Investmentfonds | Investment Fund | Hedging |
| 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/10011485150