Dynamic hedge fund style analysis with errors-in-variables
Laurent Bodson; Alain Co͏e͏̈n; Georges Hübner
| Year of publication: |
2010
|
|---|---|
| Authors: | Bodson, Laurent ; Coën, Alain ; Hübner, Georges |
| Published in: |
The journal of financial research. - Malden, MA : Wiley-Blackwell Publishing, ISSN 0270-2592, ZDB-ID 875353-2. - Vol. 33.2010, 3, p. 201-221
|
| Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Statistischer Fehler | Statistical error | Zustandsraummodell | State space model | Theorie | Theory |
| 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://ebvufind01.dmz1.zbw.eu/10008939355