Hedge funds and optimal asset allocation: Bayesian expectations and spanning tests

Wolfgang Bessler (), Julian Holler () and Philipp Kurmann ()

Financial Markets and Portfolio Management, 2012, vol. 26, issue 1, 109-141

Keywords: Hedge funds; Asset allocation; Bayesian statistics; G11; G23 (search for similar items in EconPapers)
Date: 2012
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DOI: 10.1007/s11408-011-0179-5

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