A version of this article appeared in the edited Wiley Finance book, Hedge Funds: Insights in Performance Measurement, Risk Analysis, and Portfolio Allocation, ...
Research Associate, EDHEC-Risk Instituteand Principal, Premia Capital Management, LLC
Principal, Premia Capital Management, LLC
|Type :||Working paper|
|Date :||le 03/01/2011|
|Extra information :||For more information, please contact Joanne Finlay, EDHEC Research and Development Department [ email@example.com ] The contents of this paper do not necessarily reflect the opinions of EDHEC Business School.|
|Research Cluster :||Finance|