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ARCH model
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Giamouridis, Daniel
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Vrontos, Ioannis D.
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Vrontos, Ionnis D.
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Vrontos, Spyridon D.
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Journal of banking & finance
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ECONIS (ZBW)
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Hedge fund portfolio construction : a comparison of static and dynamic approaches
Giamouridis, Daniel
;
Vrontos, Ionnis D.
- In:
Journal of banking & finance
31
(
2007
)
1
,
pp. 199-217
Persistent link: https://www.econbiz.de/10003403194
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2
Hedge fund pricing and model uncertainty
Vrontos, Spyridon D.
;
Vrontos, Ioannis D.
;
Giamouridis, …
- In:
Journal of banking & finance
32
(
2008
)
5
,
pp. 741-753
Persistent link: https://www.econbiz.de/10003702734
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