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مجموعه آموزشی جامع فارکس

بایگانی‌ها Risk of Credit - مرجع آموزش بازار بورس و فارکس

Hedge Fund Risk Factors and Value at Risk of Credit Trading Strategies

This paper analyzes the risk characteristics for various hedge fund strategies specializing in fixed income instruments. Because fixed income hedge fund strategies have exceptionally high autocorrelations in reported returns and this is taken as evidence of return smoothing, we first develop a method to completely eliminate any order of autocorrelation process across a wide array […]

تاریخ : مارس 23rd, 0887