A Bayesian approach to detecting nonlinear risk exposures in hedge fund strategies
- 20 October 2010
- journal article
- Published by Elsevier BV in Journal of Banking & Finance
- Vol. 35 (6), 1399-1414
- https://doi.org/10.1016/j.jbankfin.2010.10.023
Abstract
No abstract availableKeywords
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