Models of evaluation of the effectiveness of hedge funds
Hedge fund research. Multifactor asset-pricing models. Hedge funds factor models. Data on asset pricing factors and descriptive statistics. Carhart four-factor model. Betting against beta. Quality minus junk. Analysis of regional focuses, asset pricing.
Рубрика | Экономика и экономическая теория |
Предмет | Economics |
Вид | дипломная работа |
Язык | английский |
Прислал(а) | Аля |
Дата добавления | 28.08.2016 |
Размер файла | 850,9 K |
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