Performance characteristics of hedge fund replication programs
Year of publication: |
2008
|
---|---|
Authors: | Gupta, Bhaswar ; Szado, Edward ; Spurgin, William |
Published in: |
The journal of alternative investments. - New York, NY : Pageant Media Ltd., ISSN 1520-3255, ZDB-ID 2049760-X. - Vol. 11.2008/09, 2, p. 61-68
|
Subject: | Hedgefonds | Hedge fund | Portfolio-Management | Portfolio selection | Rendite | Yield | Benchmarking | Zeitreihenanalyse | Time series analysis |
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