Hedge fund performance evaluation using the Kalman filter
G. van Vuuren and R. Yacumakis
| Year of publication: |
2015
|
|---|---|
| Authors: | Van Vuuren, Gary ; Yacumakis, R. |
| Published in: |
Tydskrif vir studies in ekonomie en ekonometrie : SEE. - Stellenbosch : [Verlag nicht ermittelbar], ISSN 0379-6205, ZDB-ID 863779-9. - Vol. 39.2015, 3, p. 1-23
|
| Subject: | CAPM | Performance-Messung | Performance measurement | Hedgefonds | Hedge fund | 1997-2014 |
| 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/10011569456