The option CAPM and the performance of hedge funds

Antonio Diez de los Rios and René Garcia

Review of Derivatives Research, 2011, vol. 14, issue 2, 137-167

Keywords: Hedge funds; Non-linear return structure; Performance evaluation; C1; C5; G1 (search for similar items in EconPapers)
Date: 2011
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DOI: 10.1007/s11147-011-9062-9

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