BIROn - Birkbeck Institutional Research Online
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    Jump to: 2003 | 2004 | 2008 | December 2008
    Number of items: 4.

    2003

    Geman, Helyette and Kharoubi, C. (2003) Hedge funds revisited: distributional characteristics, dependence structure and diversification. Journal of Risk 5 (4), pp. 55-73. ISSN 1465-1211.

    2004

    Geman, Helyette (2004) Hedge funds: a copula approach for risk management. In: Szegö, G. and Kharoubi, C. (eds.) Risk Measures for the 21st Century. Wiley. ISBN 9780470861547.

    2008

    Geman, Hélyette and Kharoubi, C. (2008) Correlations and the pricing of risks. Annals of Finance 32 (12), pp. 2553-2559. ISSN 1614-2446.

    December 2008

    Geman, Hélyette and Kharoubi, C. (2008) WTI crude oil futures in portfolio diversification: the time-to-maturity effect. Journal of Banking & Finance 32 (12), pp. 2553-2559. ISSN 0378-4266.

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