Spanning tests for assets with option-like payoffs : the case of hedge funds
Paul Karehnke, Frans de Roon
| Year of publication: |
2020
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|---|---|
| Authors: | Karehnke, Paul ; Roon, Frans de |
| Published in: |
Management science : journal of the Institute for Operations Research and the Management Sciences. - Catonsville, MD : INFORMS, ISSN 0025-1909, ZDB-ID 206345-1. - Vol. 66.2020, 12, p. 5969-5989
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| Subject: | hedge funds | mutual funds | writing options | performance evaluation | mean-variance-skewness spanning | prudence | portfolio choice | Portfolio-Management | Portfolio selection | Hedgefonds | Hedge fund | Investmentfonds | Investment Fund | Performance-Messung | Performance measurement | Anlageverhalten | Behavioural finance | Theorie | Theory | Kapitaleinkommen | Capital income | Hedging |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1287/mnsc.2019.3429 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012391489