Dynamic risk exposures in hedge funds
From MaRDI portal
Publication:1927132
DOI10.1016/j.csda.2010.08.015zbMath1254.91720MaRDI QIDQ1927132
Monica Billio, Loriana Pelizzon, Mila Getmansky
Publication date: 30 December 2012
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2010.08.015
91G20: Derivative securities (option pricing, hedging, etc.)
91B82: Statistical methods; economic indices and measures
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