Modeling hedge fund lifetimes : a dependent competing risks framework with latent exit types
Shermineh Haghani
| Year of publication: |
2014
|
|---|---|
| Authors: | Haghani, Shermineh |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 28.2014, p. 291-320
|
| Subject: | Hedge funds | Frailty | Duration models | Competing risks | Hedgefonds | Hedge fund | Risiko | Risk | Theorie | Theory | Dauer | Duration | Statistische Bestandsanalyse | Duration analysis | Schätzung | Estimation | Portfolio-Management | Portfolio selection |
| Extent: | graph. Darst. |
|---|---|
| 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/10011285627