✦ LIBER ✦

DYNAMIC HEDGE FUND STYLE ANALYSIS WITH ERRORS-IN-VARIABLES

✍ Scribed by Laurent Bodson; Alain Coën; Georges Hübner

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Hedge Fund Returns, Kalman Filter, and E

✍ François-Éric Racicot; Raymond Théoret 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 65 KB

Dynamic errors-in-variables systems with

✍ Brian D.O. Anderson; Manfred Deistler 📂 Article 📅 1987 🏛 Elsevier Science 🌐 English ⚖ 485 KB

Risk and performance estimation in hedge

✍ Alain Coën; Georges Hübner 📂 Article 📅 2009 🏛 Elsevier Science 🌐 English ⚖ 287 KB

Identification of scalar errors-in-varia

✍ Brian D.O. Anderson 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 617 KB

Semi-strong dynamic style analysis with

✍ Adrian Pizzinga; Luciano Vereda; Rodrigo Atherino; Cristiano Fernandes 📂 Article 📅 2008 🏛 John Wiley and Sons 🌐 English ⚖ 154 KB

Exogenous variables and asymptotic bias

✍ P. Sevestre 📂 Article 📅 1985 🏛 Elsevier Science 🌐 English ⚖ 192 KB