On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns
| Year of publication: |
2009
|
|---|---|
| Authors: | Racicot, François-Éric ; Théoret, Raymond |
| Published in: |
International Advances in Economic Research. - International Atlantic Economic Society - IAES. - Vol. 15.2009, 1, p. 30-43
|
| Publisher: |
International Atlantic Economic Society - IAES |
| Subject: | Hedge funds returns | Alpha of Jensen | Financial models | Cumulants | Higher moments | Specification errors | Aggregation bias |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10005705529