Factor based, non-parametric risk measurement framework for hedge funds and fund-of-funds
T. R. J. Goodworth & C. M. Jones
| Year of publication: |
2007
|
|---|---|
| Authors: | Goodworth, T. R. J. ; Jones, C. M. |
| Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 13.2007, 7/8, p. 645-655
|
| Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Monte-Carlo-Simulation | Monte Carlo simulation |
| 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/10003609947