Revisiting the Fama and French model: an application to funds of funds using nonlinear methods
Eric Dubé, Clément Gignac, and François-Eric Racicot
| Year of publication: |
2006
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|---|---|
| Authors: | Dubé, Eric ; Gignac, Clément ; Racicot, François-Éric |
| Published in: |
Funds of hedge funds : performance, assessment, diversification, and statistical properties. - Burlington, MA [u.a.] : Butterworth-Heinemann, ISBN 0-7506-7984-0. - 2006, p. 287-307
|
| Subject: | CAPM | Theorie | Theory | Portfolio-Management | Portfolio selection | Investmentfonds | Investment Fund | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Notes: | Literaturangaben |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003377788