A model-free identification of relative risk (Q2180745)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A model-free identification of relative risk |
scientific article |
Statements
A model-free identification of relative risk (English)
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14 May 2020
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performance evaluation
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performance attribution
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unobserved risk
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factor models
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hedge funds
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