A Fund of Hedge Funds Under Regime Switching

被引：4
|
作者：
Saunders, David [1 ]
Seco, Luis [2 ]
Vogt, Christofer [3 ]
Zagst, Rudi [4 ]
机构：
[1] Univ Waterloo, Stat & Actuarial Sci, Waterloo, ON, Canada
[2] Univ Toronto, Math, Toronto, ON, Canada
[3] XAIA Investment, Munich, Germany
[4] Tech Univ Munich, Math Finance, Garching, Germany
来源：
JOURNAL OF ALTERNATIVE INVESTMENTS | 2013年 / 15卷 / 04期
关键词：
D O I：
10.3905/jai.2013.15.4.008
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
[No abstract available]
引用
收藏
页码：8 / 23
页数：16
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