Author: Pochon Florent Teïletche Jérôme
Publisher: Palgrave Macmillan Ltd
ISSN: 1357-0927
Source: Derivatives Use, Trading Regulation, Vol.12, Iss.4, 2007-02, pp. : 314-329
Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.
Abstract
Related content
VaR limits for pension funds: an evaluation
By Berstein Solange M. Chumacero Rómulo A.
Quantitative Finance, Vol. 12, Iss. 9, 2012-09 ,pp. :
A VaR Black–Litterman model for the construction of absolute return fund-of-funds
Quantitative Finance, Vol. 11, Iss. 10, 2011-10 ,pp. :
Optimal allocation to hedge funds: an empirical analysis
By Cvitanic J. Lazrak A. Martellini L. Zapatero F.
Quantitative Finance, Vol. 3, Iss. 1, 2003-01 ,pp. :
A primer on commodity hedge funds
By Bauer Christopher Heidorn Thomas Kaiser Dieter
Journal of Derivatives & Hedge Funds, Vol. 18, Iss. 3, 2012-08 ,pp. :