Market risk management for hedge funds : foundations of the style and implicit value-at-risks
Year of publication: |
2008
|
---|---|
Authors: | Duc, François |
Other Persons: | Schorderet, Yann (contributor) |
Publisher: |
Chichester : John Wiley Chichester [u.a.] : Wiley |
Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Risikomanagement | Risk management | Welt | World | Hedge Fund |
Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [swbplus.bsz-bw.de] |
-
Funds of hedge funds : performance, assessment, diversification, and statistical properties
Gregoriou, Greg N., (2006)
-
Systematic ESG risk and hedge fund
Jin, Ick, (2024)
-
Handbuch Hedge Funds : Chancen, Risiken und Einsatz in der Asset Allocation
Dichtl, Hubert, (2005)
- More ...
-
Market risk management for hedge funds : foundations of the style and implicit value-at-risk
Duc, François, (2008)
-
Schorderet, Yann, (2003)
-
A Nonlinear Generalization of Cointegration : A Note on Hidden Cointegration
Schorderet, Yann, (2002)
- More ...