Work

Market Price of Variance Risk and Performance of Hedge Funds

Year: 2005

Type: preprint

Source: SSRN Electronic Journal

DOI: 10.2139/ssrn.542182

Author: Oleg Bondarenko

Institution: University of Illinois Chicago

Language: English

Topic: Financial Markets and Investment Strategies

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W1586926262

Cites: 56

Cited by: 124

Related to: 10