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Financial Markets and Portfolio Management manuscript No. (will be inserted by the editor) Measuring risk of short return series with an application to fund of hedge fund data Wolfgang Breymann · David Lüthi ·
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Document Date: 2013-08-19 08:22:25

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File Size: 1,62 MB

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FD / DIV / /

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Facility

Andreas Ruckstuhl Institute of Data Analysis / /

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expectation-maximization type algorithm / finance / expectation maximization type algorithm / investment products / /

Organization

Andreas Ruckstuhl Institute of Data Analysis and Process Design / /

Person

Andreas Ruckstuhl / David Lüthi / Wolfgang Breymann / /

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Position

editor / Cornish-Fisher / /

Product

ES / /

ProvinceOrState

Bali / /

PublishedMedium

Financial Markets and Portfolio Management / /

Technology

ECME algorithm / expectation maximization type algorithm / expectation-maximization type algorithm / /

URL

www.hedgegate.com / /

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