How to Price Hedge Funds: From Two- to Four-Moment CAPM

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How to Price Hedge Funds: From Two- to Four-Moment CAPM

Ranaldo, Angelo, Favre, Laurent
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Year:
2005
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.474561
File:
PDF, 824 KB
english, 2005
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