Option-like properties in the distribution of hedge fund returns

2020 ◽  
Vol 7 (2) ◽  
pp. 275-286
Author(s):  
Katharina Denk ◽  
Ben Djerroud ◽  
Luis Seco ◽  
Mohammad Shakourifar ◽  
Rudi Zagst
2010 ◽  
Vol 66 (2) ◽  
Author(s):  
Rajesh K. Aggarwal ◽  
Philippe Jorion

Author(s):  
Serge Patrick Amvella ◽  
Iwan Meier ◽  
Nicolas A. Papageorgiou

2008 ◽  
Vol 69 (3) ◽  
pp. 553-577 ◽  
Author(s):  
Ryozo Miura ◽  
Yoshimitsu Aoki ◽  
Daisuke Yokouchi

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