Autocorrelation, bias and fat tails: Are hedge funds really attractive investments?

Author: Eling Martin  

Publisher: Palgrave Macmillan Ltd

ISSN: 1357-0927

Source: Derivatives Use, Trading Regulation, Vol.12, Iss.1, 2006-05, pp. : 28-47

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract