How to Price Hedge Funds: From Two- to Four-Moment CAPM
Year: 2004
Type: preprint
Source: SSRN Electronic Journal
DOI: 10.2139/ssrn.474561
Authors: Angelo Ranaldo, Laurent Favre
Institutions: University of St.Gallen, Swiss Finance Institute
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W2289606175