Alternative Investments

Alternative Investments

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Accordingly, the researchers use the following factors: (1) USDa€”the US. Dollar Index return; (2) BONDa€”the return on the Lehman Corporate AA Intermediate Bond Index; (3) CREDITa€”the spread ... Hasanhodzic and Lo implement the replication procedure and test the model using 1, 610 hedge funds from 11 strategies foranbsp;...

Title:Alternative Investments
Author:H. Kent Baker, Greg Filbeck
Publisher:John Wiley & Sons - 2013-03-06


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