Conditional Return Smoothing in the Hedge Fund Industry.

Autor: Bollen, Nicolas P. B.1 nick.bollen@owen.vanderbilt.edu, Pool, Veronika K.2 vkpool@indiana.edu
Zdroj: Journal of Financial & Quantitative Analysis. Jun2008, Vol. 43 Issue 2, p267-298. 32p. 13 Charts, 1 Graph.
Databáze: Business Source Ultimate