English
The Econometric Analysis of Hedge Fund Returns: An Errors-In-Variables Perspective.
Appartenance & droits
2008
128
134.77-RACIC
HEDGE FUNDS ; MATHEMATIQUES FINANCIERES ; ANALYSE NUMERIQUE ; ROI ; MODELE D'EVALUATION DES ACTIFS FINANCIERS ; MODELE
| N° | Cote | Code barre | Commentaire | |
|---|---|---|---|---|
| 1 | [disponible] |
Commentaire :
ISBN 13 : 978-8497453783
Sommaire : 1.Introduction to the methods of moments
2.The method moments and the OLS
3.The methods of moments and the instrumental variable (IV) estimator
4.The GMM and the orthogonality conditions
5.Maximum likelihood and the GMM
6.On optimal instrumental variables generators
7.Measurement errors in financial models of returns in relation with the alpha : an application to indices and individual hedge funds
8.Panel data. A panel analysis of hedge funds returns
9.A study of dynamic market strategies of hedge funds using the Kalman filter
10.References
Langue : Anglais
Collection : SERIES IN METHODOLOGY AND DATA ANALYSIS IN SOCIAL SCIENCES
Localisation : Bibliothèque Campus de Nice
Support : Papier
Etat : Présent
Propriétaire : Bibliothèque