Cumulant instrument estimators for hedge fund return models with errors in variables
Franc̦ois-Éric Racicot and Raymond Théoret
| Year of publication: |
2014
|
|---|---|
| Authors: | Racicot, François-Éric ; Théoret, Raymond |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 46.2014, 10/12, p. 1134-1149
|
| Subject: | asset pricing models | hedge funds | cumulant instruments | Hausman tests | GMM | Hedgefonds | Hedge fund | CAPM | Schätztheorie | Estimation theory | Momentenmethode | Method of moments | Kapitaleinkommen | Capital income |
| Extent: | graph. Darst. |
|---|---|
| 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/10010399380