Publications

Type of Publication: Article in Journal

A fully parametric approach to return modelling and risk management for hedge funds

Author(s):
R. Kiesel, S. Kassberger
Title of Journal:
Financial Markets and Portfolio Management
Volume (Publication Date):
4 (2006)
pages:
472-491
Link to complete version:
http://link.springer.com/article/10.1007%2Fs11408-006-0035-1#page-1
Citation:
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