Exploring limitations of return-based exposure estimation for hedge funds
Christian W. Frei and Paul Hughes
| Year of publication: |
2014
|
|---|---|
| Authors: | Frei, Christian W. ; Hughes, Paul |
| Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 16.2013/14, 3, p. 48-63
|
| Subject: | Posterior Cramer-Rao bound concept | PCRB | Hedgefonds | Hedge fund | Performance-Messung | Performance measurement | Kapitaleinkommen | Capital income | Schätztheorie | Estimation 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://www.econbiz.de/10010248330