Amanote Research

Amanote Research

  • Register
  • Sign In

On the Optimality of Hedge Fund Investment Strategies: A Bayesian Skew T Distribution Model

AFRICAN JOURNAL OF BUSINESS MANAGEMENT

doi 10.5897/ajbm11.2856

Full Text

Abstract

Available in

Date

September 12, 2012

Authors

John Muteba Mwamba

Publisher

Academic Journals


Related search

Hedge Fund and Investment Management

Derivatives Use, Trading & Regulation
2006English

On Measuring Hedge Fund Risk

SSRN Electronic Journal
2008English

Hedge Fund Activism: A Review

Foundations and Trends in Finance
EconomicsEconometricsFinance
2009English

An Extension of the Birnbaum-Saunders Distribution Based on Skew-Normal T Distribution

Journal of Statistical Research of Iran
2015English

On the Consistency of Hedge Fund Indexes Across Providers

SSRN Electronic Journal
2009English

The Problem With Hedge Fund Fees

Journal of Derivatives & Hedge Funds
2011English

The Dynamics of the Hedge Fund Industry

2005English

Nonparametric Assessment of Hedge Fund Performance

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
2020English

Performance Characteristics of Hedge Fund Indices

Theoretical Economics Letters
2019English

Amanote Research

Note-taking for researchers

Follow Amanote


© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy