Procyclicality and diversification in the hedge fund industry in the aftermath of the subprime crisis
François-Éric Racicot; Raymond Théoret
| Year of publication: |
2014
|
|---|---|
| Authors: | Racicot, François-Éric ; Théoret, Raymond |
| Published in: |
Journal of derivatives & hedge funds. - Basingstoke : Palgrave Macmillian, ISSN 1753-9641, ZDB-ID 2408771-3. - Vol. 20.2014, 4, p. 207-240
|
| Subject: | Kalman filter | hedge funds | diversification | procyclicality | cross-sectional dispersion measures | MGARCH | Hedgefonds | Hedge fund | Diversifikation | Diversification | Finanzkrise | Financial crisis | Portfolio-Management | Portfolio selection | Konjunktur | Business cycle | Welt | World |
| 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/10010462900