Hedge Fund Performance and Higher-Moment Market Models

被引：11
|
作者：
Ranaldo, Angelo [1 ]
Favre, Laurent [2 ]
机构：
[1] Swiss Natl Bank, Res Dept, Zurich, Switzerland
[2] AlternativeSoft AG, Zurich, Switzerland
来源：
JOURNAL OF ALTERNATIVE INVESTMENTS | 2005年 / 8卷 / 03期
关键词：
D O I：
10.3905/jai.2005.608031
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
引用
收藏
页码：37 / 51
页数：15
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