Hedge fund strategies, performance &diversification : a portfolio theory & stochastic discount factor approach
David Newton, Emmanouil Platanakis, Dimitrios Stafylas, Charles Sutcliffe, Xiaoxia Ye
| Year of publication: |
2021
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|---|---|
| Authors: | Newton, David P. ; Platanakis, Emmanouil ; Stafylas, Dimitrios ; Sutcliffe, Charles M. S. ; Ye, Xiaoxia |
| Published in: |
The British accounting review : the journal of the British Accounting Association. - Amsterdam [u.a.] : Elsevier, ISSN 0890-8389, ZDB-ID 1015419-X. - Vol. 53.2021, 5, p. 1-22
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| Subject: | Bayes-Stein | Black-Litterman | Hedge funds | Portfolio diversification | Stochastic discount factors | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Diskontierung | Discounting | CAPM | Theorie | Theory | Kapitaleinkommen | Capital income | Diversifikation | Diversification | Portfoliodiversifikation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.bar.2021.101000 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013041238