Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups (Q2449361): Difference between revisions

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-Kun Soo Park
@@ Property / author: Kun Soo Park / rank @@
-Normal rank
@@ Property / author @@
+Kun Soo Park
@@ Property / author: Kun Soo Park / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1007/s10479-013-1496-z
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+W2115444324
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@@ Property / cites work @@
+Modeling and managing portfolios including listed private equity
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+Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives
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+LAPACK Users' Guide
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+A stochastic-difference-equation model for hedge-fund returns
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+Q4794126
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+Q4076577
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+Q4416315
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+Sensitivity of portfolio VaR and CVaR to portfolio return characteristics
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+Enterprise risk management: a DEA VaR approach in vendor selection
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