Conditional Properties of Hedge Funds: Evidence from Daily Returns*
Author:
Publisher
Wiley
Subject
General Economics, Econometrics and Finance,Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-036X.2006.00352.x/fullpdf
Reference36 articles.
1. Risks and Portfolio Decisions Involving Hedge Funds
2. Asymmetric correlations of equity portfolios
3. International Asset Allocation With Regime Shifts
4. A New Approach to Measuring Financial Contagion
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