Volatility of Aggregate Volatility and Hedge Fund Returns
Date
2015Dewey
Contrôle de gestion ComptabilitéSujet
Uncertainty; Volatility of volatility; Hedge funds; PerformanceJEL code
G.G1.G10; C.C1.C13; G.G1.G11; M.M4.M41Conference name
5th International Conference of the Financial Engineering and Banking Society (FEBS 2015)Conference date
06-2015Conference city
NantesConference country
FranceCollections
Metadata
Show full item recordAuthor
Agarwal, Vikas
Arisoy, Eser
1032 Dauphine Recherches en Management [DRM]
Naik, Narayan Y.