Moments analysis in risk and performance monitoring of funds of hedge funds

David K C Lee; Kok Fai Phoon; Choon Yuan Wong

Moments analysis in risk and performance monitoring of funds of hedge funds

David K C Lee, Kok Fai Phoon, Choon Yuan Wong

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review

Original language	English
Title of host publication	Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties
Editors	Greg N Gregoriou
Place of Publication	Oxford UK
Publisher	Butterworth-Heinemann
Pages	327 - 348
Number of pages	22
ISBN (Print)	0750679840
Publication status	Published - 2006

Cite this

@inbook{85ca5842bf6646d7bfbdbadd24afe81b,

title = "Moments analysis in risk and performance monitoring of funds of hedge funds",

author = "Lee, {David K C} and Phoon, {Kok Fai} and Wong, {Choon Yuan}",

year = "2006",

language = "English",

isbn = "0750679840",

pages = "327 -- 348",

editor = "Gregoriou, {Greg N}",

booktitle = "Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties",

publisher = "Butterworth-Heinemann",

address = "United Kingdom",

}

Moments analysis in risk and performance monitoring of funds of hedge funds. / Lee, David K C; Phoon, Kok Fai; Wong, Choon Yuan.

Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties. ed. / Greg N Gregoriou. Oxford UK : Butterworth-Heinemann, 2006. p. 327 - 348.

Research output: Chapter in Book/Report/Conference proceeding › Chapter (Book) › Research › peer-review

TY - CHAP

T1 - Moments analysis in risk and performance monitoring of funds of hedge funds

AU - Lee, David K C

AU - Phoon, Kok Fai

AU - Wong, Choon Yuan

PY - 2006

Y1 - 2006

M3 - Chapter (Book)

SN - 0750679840

SP - 327

EP - 348

BT - Funds of Hedge Funds: Performance, Assessment, Diversification, and Statistical Properties

A2 - Gregoriou, Greg N

PB - Butterworth-Heinemann

CY - Oxford UK

ER -