Moments Analysis in Risk and Performance Monitoring in Funds of Hedge Funds

Author

Kuo Chuen David Kuo Chuen LEE, Singapore Management UniversityFollow
Kok Fai PHOON, Singapore Management UniversityFollow
Choon Yuan WONG

Publication Type

Book Chapter

Publication Date

9-2006

Discipline

Finance and Financial Management | Portfolio and Security Analysis

Research Areas

Quantitative Finance; Finance

Publication

Fund of Hedge Funds: Performance, Assessment, Diversification and Statistical Properties

First Page

327

Last Page

348

ISBN

9780750679848

Identifier

10.1016/B978-075067984-8.50023-7

Publisher

Elsevier

City or Country

Amsterdam

Citation

LEE, Kuo Chuen David Kuo Chuen; PHOON, Kok Fai; and WONG, Choon Yuan. Moments Analysis in Risk and Performance Monitoring in Funds of Hedge Funds. (2006). Fund of Hedge Funds: Performance, Assessment, Diversification and Statistical Properties. 327-348.
Available at: https://ink.library.smu.edu.sg/lkcsb_research/1507

Additional URL

https://worldcat.org/isbn/9780750679848