Skewness in hedge funds returns : classical skewness coefficients vs Azzalini's skewness parameter
Year of publication: |
2010
|
---|---|
Authors: | Eling, Martin ; Farinelli, Simone ; Rossello, Damiano ; Tibiletti, Luisa |
Published in: |
International journal of managerial finance : IJMF. - Bingley : Emerald, ISSN 1743-9132, ZDB-ID 2364568-4. - Vol. 6.2010, 4, p. 290-304
|
Subject: | Hedgefonds | Hedge fund | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Performance-Messung | Performance measurement | Welt | World |
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