Hedge fund strategies, performance &diversification a portfolio theory & stochastic discount factor approach

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Bibliographische Detailangaben
Veröffentlicht in:The British accounting review
1. Verfasser: Newton, David P. (VerfasserIn)
Weitere Verfasser: Platanakis, Emmanouil (VerfasserIn), Stafylas, Dimitrios (VerfasserIn), Sutcliffe, Charles M. S. (VerfasserIn), Ye, Xiaoxia (VerfasserIn)
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Sprache:eng
Veröffentlicht: 2021
Schlagworte:
Bayes-Stein > Black-Litterman > Hedge funds > Portfolio diversification > Stochastic discount factors > Aufsatz in Zeitschrift
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