On Optimal Instrumental Variables Generators, with an Application to Hedge Fund Returns
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Bibliographic InfoArticle provided by Springer in its journal International Advances in Economic Research.
Volume (Year): 15 (2009)
Issue (Month): 1 (February)
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Web page: http://www.springerlink.com/link.asp?id=112112
Hedge funds returns; Alpha of Jensen; Financial models; Cumulants; Higher moments; Specification errors; Aggregation bias; C10; G10; G20;
Find related papers by JEL classification:
- C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General
- G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
- G20 - Financial Economics - - Financial Institutions and Services - - - General
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