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Assessing and valuing the non-linear structure of hedge fund returns
Díez de los Ríos, Antonio; Garcia, René - 2006
Persistent link: https://www.econbiz.de/10003372249
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The option CAPM and the performance of hedge funds
Díez de los Ríos, Antonio; Garcia, René - In: Review of derivatives research 14 (2011) 2, pp. 137-167
Persistent link: https://www.econbiz.de/10009272484
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Assessing and valuing the nonlinear structure of hedge fund returns
Díez de los Ríos, Antonio; Garcia, René - In: Journal of applied econometrics 26 (2011) 2, pp. 193-212
Persistent link: https://www.econbiz.de/10008936915