Hedge funds and optimal asset allocation : Bayesian expectations and spanning tests
Year of publication: |
2012
|
---|---|
Authors: | Bessler, Wolfgang ; Holler, Julian ; Kurmann, Philipp |
Published in: |
Financial markets and portfolio management. - Heidelberg [u.a.] : Springer, ISSN 1934-4554, ZDB-ID 2052480-8. - Vol. 26.2012, 1, p. 109-141
|
Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Kapitaleinkommen | Capital income | Bayes-Statistik | Bayesian inference | Schätzung | Estimation | Welt | World | 1993-2010 |
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