Assessing the impact of heteroskedasticity for evaluating hedge fund performance
| Year of publication: |
2011
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|---|---|
| Authors: | Marshall, Andrew ; Tang, Leilei |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 11336225. - Vol. 20.2011, 1, p. 12-20
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