Travail de recherche/Working paper
Titre: |
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Auteur: | Dewaele, Benoît |
Statut de publication: | Publié, 2013-09-18 |
series: | Working Papers CEB, 13-033 |
Sujet CREF: | Economie |
Sujet JEL: | Single Equation Models; Single Variables: Time-Series Models |
Portfolio Choice; Investment Decisions | |
Pension Funds; Other Private Financial Institutions; Institutional Investors | |
Volumes/pages: | 48 p. |
Mots-clés: | Hedge funds |
fund of hedge funds | |
time-varying coefficients models | |
leverage | |
Langue: | Anglais |
Identificateurs: | RePEc:sol:wpaper:2013/149175 |