Factor selection in dynamic hedge fund replication models : a Bayesian approach
Guillaume Weisang
| Year of publication: |
2014
|
|---|---|
| Authors: | Weisang, Guillaume |
| Published in: |
Bayesian model comparison. - Bingley [u.a.] : Emerald, ISBN 978-1-78441-185-5. - 2014, p. 181-222
|
| Subject: | Hedgefonds | Hedge fund | Betafaktor | Beta risk | Zustandsraummodell | State space model | Modellierung | Scientific modelling |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010465205