"Dynamic risk exposures in hedge funds."

Monica Billio, Mila Getmansky, Loriana Pelizzon (2012)

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DOI: 10.1016/J.CSDA.2010.08.015

access: closed

type: Journal Article

metadata version: 2020-02-18

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Monica Billio, Mila Getmansky, Loriana Pelizzon:
Dynamic risk exposures in hedge funds. Comput. Stat. Data Anal. 56(11): 3517-3532 (2012)

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