Dynamic prediction of hedge fund survival in crisis-prone financial markets
Year of publication: |
2014
|
---|---|
Authors: | Lee, Hee Soo ; Kim, Tae Yoon |
Published in: |
Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 39.2014, p. 57-67
|
Subject: | Hedge fund failure | Mixed Cox proportional hazards model | Time-varying covariates | Survival probability prediction | Crisis-prone financial markets | Hedgefonds | Hedge fund | Finanzmarkt | Financial market | Prognoseverfahren | Forecasting model | Schätzung | Estimation | Hedging |
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