Assessing and valuing the non-linear structure of hedge fund returns
By: by Antonio Diez de los Rios and René Garcia.
Contributors: Garcia, René.; Bank of Canada.
Series: Bank of Canada working paper -- 2006-31; Working paper (Bank of Canada) -- 2006-31.
Publisher: Bank of Canada
Published: 2006
Place of publication: Ottawa
Language: eng
Number of pages: 62
Subjects: Hedge funds -- Econometric models.; Rate of return -- Econometric models.
Notes: Distributed by the Government of Canada Depository Services Program.

Available also on the Internet.

Includes abstract in French.