网页附录:“自相关对冲基金回报的风险量度”

ERN: Other Econometric Modeling: Capital Markets - Risk (Topic) Pub Date : 2014-07-17 DOI:10.2139/ssrn.2467834

A. Di Cesare, Philip A. Stork, C. de Vries

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引用次数: 1

摘要

本网站附录包含了Di Cesare, Stork和de Vries(2014)中为简洁起见未报道的一些技术细节、数字和表格。这些附录所适用的论文“自相关对冲基金收益的风险度量”可在以下网址获得:http://ssrn.com/abstract=2004404

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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Web Appendix for: 'Risk Measures for Autocorrelated Hedge Fund Returns'

This Web Appendix contains several technical details, figures and tables that were not reported in Di Cesare, Stork and de Vries (2014) for the sake of brevity.The paper "Risk Measures for Autocorrelated Hedge Fund Returns" to which these Appendices apply is available at the following URL: http://ssrn.com/abstract=2004404

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ERN: Other Econometric Modeling: Capital Markets - Risk (Topic)

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