Dynamic Hedge Fund Exposures: One Size Estimation Interval Doesn't Fit All.
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- Journal of Alternative Investments, 2013, v. 16, n. 1, p. 86, doi. 10.3905/jai.2013.16.1.086
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- Publication type:
- Article
Works matching IS 15203255 AND DT 2013 AND VI 16 AND IP 1
Results: 7
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Does Manager Offshore Experience Count in the Alternative UCITS Universe?
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- Journal of Alternative Investments, 2013, v. 16, n. 1, p. 72, doi. 10.3905/jai.2013.16.1.072
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- Article
3
Scarcity, Risk Premiums, and the Pricing of Commodity Futures: The Case of Crude Oil Contracts.
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- Journal of Alternative Investments, 2013, v. 16, n. 1, p. 43, doi. 10.3905/jai.2013.16.1.043
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- Article
4
Autocorrelation Effects on CTA and Equity Risk Measurement.
- Published in:
- Journal of Alternative Investments, 2013, v. 16, n. 1, p. 19, doi. 10.3905/jai.2013.16.1.019
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- Publication type:
- Article
5
Hedge Fund Dynamic Market Sensitivity.
- Published in:
- Journal of Alternative Investments, 2013, v. 16, n. 1, p. 118, doi. 10.3905/jai.2013.16.1.118
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- Publication type:
- Article
6
Editor’s Letter.
- Published in:
- Journal of Alternative Investments, 2013, v. 16, n. 1, p. 1, doi. 10.3905/jai.2013.16.1.001
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- Publication type:
- Article
7
The Performance of Simple Dynamic Commodity Strategies.
- Published in:
- Journal of Alternative Investments, 2013, v. 16, n. 1, p. 9, doi. 10.3905/jai.2013.16.1.009
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- Publication type:
- Article