On the high frequency dynamics of hedge fund risk exposures :: Andrew J. Patton :: Centre for Economic Policy Research 2011 :: OBNB, the Open British National Bibliography

Publication Data

Title On the high frequency dynamics of hedge fund risk exposures
Author Andrew J. Patton
Contributors Tarun Ramadorai, Centre for Economic Policy Research
Publisher Centre for Economic Policy Research
Publication date 2011
Publication location London
Language English

Descriptive Notes

"Financial economics."

Topics

Hedge funds
Risk management

Catalogue Data

OBNB ID GBB239497
ISBN 10 n/a
ISBN 13 n/a
Type BibliographicResource, Book
Dewey Classification 332.64524

ISBD

P1053 46 p.
P1042 Includes bibliographical references.

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On the high frequency dynamics of hedge fund risk exposures by Andrew J. Patton. Published by Centre for Economic Policy Research in 2011. Publication and catalogue information, links to buy online and reader comments.