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

From MaRDI portal
Import240304020342 (talk | contribs)
Set profile property.
ReferenceBot (talk | contribs)
Changed an Item
 
(One intermediate revision by one other user not shown)
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1007/s10479-013-1496-z / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W2115444324 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Modeling and managing portfolios including listed private equity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives / rank
 
Normal rank
Property / cites work
 
Property / cites work: LAPACK Users' Guide / rank
 
Normal rank
Property / cites work
 
Property / cites work: A stochastic-difference-equation model for hedge-fund returns / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4794126 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4076577 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4416315 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Sensitivity of portfolio VaR and CVaR to portfolio return characteristics / rank
 
Normal rank
Property / cites work
 
Property / cites work: Enterprise risk management: a DEA VaR approach in vendor selection / rank
 
Normal rank

Latest revision as of 11:37, 8 July 2024

scientific article
Language Label Description Also known as
English
Continuous-time Markov chain models to estimate the premium for extended hedge fund lockups
scientific article

    Statements

    Identifiers