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2024-03-29T11:45:55+00:00
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Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns
https://www.bankofcanada.ca/2006/09/working-paper-2006-31/
Several studies have put forward the non-linear structure and option-like features of returns associated with hedge fund strategies.
2006-09-01T16:07:58+00:00
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Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns
2006-09-01
Econometric and statistical methods
Financial institutions
Working Paper 2006-31
https://www.bankofcanada.ca/wp-content/uploads/2010/02/wp06-31.pdf
Assessing and Valuing the Non-Linear Structure of Hedge Fund Returns
Antonio Diez de los Rios
René Garcia
September 2006
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