A fully parametric approach to return modelling and risk management of hedge funds

Financial Markets and Portfolio Management

Volumn 20, Issue 4, 2006, Pages 472-491

  Kassberger, Stefan ^a   Kiesel, Rüdiger ^a  

^a UNIVERSITY OF ULM   (Germany)

Author keywords

Hedge funds; NIG distribution; Risk management

Indexed keywords

EID: 33846544355     PISSN: 15554961     EISSN: 1555497X     Source Type: Journal    
DOI: 10.1007/s11408-006-0035-1     Document Type: Article

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