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Fund-of-funds construction by statistical multiple testing methods


Wolf, Michael; Wunderli, Dan (2011). Fund-of-funds construction by statistical multiple testing methods. In: Scherer, B; Winston, K. The Oxford Handbook of Quantitative Asset Management. Oxford: Oxford University Press, 116-135.

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Item Type:Book Section, refereed, original work
Communities & Collections:03 Faculty of Economics > Department of Economics
Dewey Decimal Classification:330 Economics
Language:English
Date:15 December 2011
Deposited On:28 Mar 2012 09:17
Last Modified:05 Apr 2016 15:46
Publisher:Oxford University Press
Series Name:Oxford Handbooks in Finance
ISBN:978-0-19-955343-3
Additional Information:Stark überarbeitete Version des Working papers series / Institute for Empirical Research in Economics No. 445, University of Zurich: http://www.zora.uzh.ch/51897/

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