Hedge funds

MaRDI QIDQ3581637zbMATH OpenFDO

Authors Fangyuan Chen, L. Seco

Publication date 2 September 2010

zbMATH Keywords

hedge fundsmathematical financerisk managementtrading

Mathematics Subject Classification ID

Portfolio theory (91G10) Derivative securities (option pricing, hedging, etc.) (91G20)

Recommendations

• Hedge funds. An analytic perspective
• Hedge funds. An analytic perspective.
• Hedge fund alpha. A framework for generating and understanding investment performance.
• The option CAPM and the performance of hedge funds
• Nonparametric assessment of hedge fund performance

Cited in

(9)

• Hedge fund alpha. A framework for generating and understanding investment performance.
• Quantitative Fund Management
• Hedge funds. An analytic perspective.
• Hedge funds. An analytic perspective
• HEDGE FUND PERFORMANCE: SOURCES AND MEASURES
• PROFIT SHARING IN HEDGE FUNDS
• The role of derivatives in hedge fund activism
• A minute with Marcos Lopez de Prado
• The option CAPM and the performance of hedge funds

This page was built for publication: Hedge funds

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3581637)