The tactical and strategic value of hedge fund strategies: a cointegration approach
| Year of publication: |
2007
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|---|---|
| Authors: | Füss, Roland ; Kaiser, Dieter |
| Published in: |
Financial Markets and Portfolio Management. - Springer, ISSN 1555-4961. - Vol. 21.2007, 4, p. 425-444
|
| Publisher: |
Springer |
| Subject: | Hedge fund strategies | Stock markets | Tactical and strategic asset allocation | Portfolio optimization | Multivariate cointegration analysis | Johansen test |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005722909