On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns

François-Éric Racicot () and Raymond Théoret ()

International Advances in Economic Research, 2009, vol. 15, issue 1, pages 30-43

Keywords: Hedge funds returns; Alpha of Jensen; Financial models; Cumulants; Higher moments; Specification errors; Aggregation bias; C10; G10; G20 (search for similar items in EconPapers)
Date: 2009
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