Predicting hedge fund failure a comparison of risk measures.

Библиографические подробности
Опубликовано в::	Journal of financial and quantitative analysis V. 45, 1-5 (2010).
Главный автор:	Bing Liang
Формат:	Статья
Язык:	English
Предметы:	Hedge funds. Risk assessment. Standard deviation. Investment policy. Portfolio performance. Comparative analysis.