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Assessing and valuing the non-linear structure of hedge fund returns

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Title: Assessing and valuing the non-linear structure of hedge fund returns
Creator: Diez de los Rios, Antonio, Garcia,René, Bank of Canada
Subject: Hedge funds, Econometric models, Rate of return
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Date: 2006
Type: Electronic(1)
Format
Identifier: 515, govdocs:1396
Source: Publisher: Bank of Canada Place of publication: Ottawa
Language: eng; Includes abstract in French.
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