Reference
Laurent Germain, Nicolas Nalpas, and Anne Vanhems, “Non Parametric Hedge Fund Performance Appraisal : a directional robust application”, in Hedge Fund Replication, Greg N. Gregoriou (ed.), Palgrave Macmillan, Hampshire, chapter 7, 2011, pp. 90–105.
Published in
Hedge Fund Replication, Greg N. Gregoriou (ed.), Palgrave Macmillan, Hampshire, chapter 7, 2011, pp. 90–105