Douglas E. Johnston, Petar M. Djuric. Estimating hedge fund risk factor exposures. In 13th IEEE International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2012, Cesme, Turkey, June 17-20, 2012. pages 510-514, IEEE, 2012. [doi]
@inproceedings{JohnstonD12, title = {Estimating hedge fund risk factor exposures}, author = {Douglas E. Johnston and Petar M. Djuric}, year = {2012}, doi = {10.1109/SPAWC.2012.6292961}, url = {http://dx.doi.org/10.1109/SPAWC.2012.6292961}, researchr = {https://researchr.org/publication/JohnstonD12}, cites = {0}, citedby = {0}, pages = {510-514}, booktitle = {13th IEEE International Workshop on Signal Processing Advances in Wireless Communications, SPAWC 2012, Cesme, Turkey, June 17-20, 2012}, publisher = {IEEE}, isbn = {978-1-4673-0970-7}, }