The distributional characteristics of fund of hedge fund returns

Elaine Robyn Hutson; Margaret Lynch; Max Stevenson

The distributional characteristics of fund of hedge fund returns

Elaine Robyn Hutson
, Margaret Lynch
, Max Stevenson

Banking & Finance

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

Original language	English
Title of host publication	Funds of Hedge Funds: Performance, Assessment, Diversification and Statistical Properties
Editors	G. Gregoriou
Publisher	Elsevier
ISBN (Electronic)	9780080472829
ISBN (Print)	9780750679848
Publication status	Published - 2006

Publication series

Name	Quantitative Finance Series

Access to Document

http://store.elsevier.com/Funds-of-Hedge-Funds/Greg-Gregoriou/isbn-9780750679848/

Cite this

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title = "The distributional characteristics of fund of hedge fund returns",

author = "Hutson, \{Elaine Robyn\} and Margaret Lynch and Max Stevenson",

year = "2006",

language = "English",

isbn = "9780750679848",

series = "Quantitative Finance Series",

publisher = "Elsevier",

editor = "G. Gregoriou",

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

address = "Netherlands",

}

The distributional characteristics of fund of hedge fund returns. / Hutson, Elaine Robyn; Lynch, Margaret; Stevenson, Max.
Funds of Hedge Funds: Performance, Assessment, Diversification and Statistical Properties. ed. / G. Gregoriou. Elsevier, 2006. (Quantitative Finance Series).

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

TY - CHAP

T1 - The distributional characteristics of fund of hedge fund returns

AU - Hutson, Elaine Robyn

AU - Lynch, Margaret

AU - Stevenson, Max

PY - 2006

Y1 - 2006

M3 - Chapter (Book)

SN - 9780750679848

T3 - Quantitative Finance Series

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

A2 - Gregoriou, G.

PB - Elsevier

ER -