A note on statistical models for individual hedge fund returns (Q1028542)
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scientific article; zbMATH DE number 5575943
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A note on statistical models for individual hedge fund returns |
scientific article; zbMATH DE number 5575943 |
Statements
A note on statistical models for individual hedge fund returns (English)
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6 July 2009
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hedge fund
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return distribution
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rolling autoregression
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option-like nature
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Sharpe ratio
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0.8931586
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0.89314747
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0.85759735
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0.85638654
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0.8486911
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0.84672654
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0.84523964
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0.84372985
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0.83589244
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