Type of Publication: Article in Journal

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

Author(s):

Kiesel, R.; Kassberger, S.

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:

Download BibTeX