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Monarcha, Guillaume's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
1,117 |
Total
Citations
3 |
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1.
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Monarcha, Guillaume
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14 Oct 09
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Last Revised:
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06 Dec 09
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368
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hedge funds, dynamic style analysis, Kalman filter, non-linear risk exposures, implied risk exposures
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2.
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Monarcha, Guillaume
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329
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1
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hedge funds, Kalman filter, style drift, style analysis
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3.
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Monarcha, Guillaume
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270
(54,289)
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hedge funds, market timing, dynamic style analysis, performance attribution, randomization test
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4.
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Monarcha, Guillaume
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150
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hedge funds, analyse de style dynamique, filtre de Kalman, expositions non-linéaires, expositions implicites
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5.
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Monarcha, Guillaume
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| Posted: |
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21 Apr 06
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Last Revised:
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15 Sep 09
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Hedge Funds, Emerging Markets, Asian Crisis, Kalman Filter
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Records 1 -
5
of 5 matches
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