A note on statistical models for individual hedge fund returns (Q1028542)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on statistical models for individual hedge fund returns |
scientific article |
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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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