Tail Risk in the Cross Section of Alternative Risk Premium Strategies

The Journal of Portfolio Management, Vol. 45, Issue 2, Multi-Asset Special Issue 2019
 

Author(s):

Nick Baltas

Bernd Scherer

EDHEC Business School

The Journal of Portfolio Management, Vol. 45, Issue 2, Multi-Asset Special Issue 2019
 

Type: Academic publication
Date: le 31/12/2018
Research Cluster : Finance
Source : The Journal of Portfolio Management

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