A Study of Dynamic Market Strategies of Hedge Funds Using the Kalman Filter

François-Éric Racicot; Raymond Théoret

doi:10.3905/jwm.2007.698898

Main menu

Home
Current Issue
Past Issues
Videos
Submit an article
More

IPR Logo
About Us
Journals
Publish
Advertise
Videos
Webinars
More

LinkedIn
Twitter

User menu

Sample our Content
Request a Demo
Log in

Search

Search for this keyword

ADVANCED SEARCH: Discover more content by journal, author or time frame

IPR Logo
About Us
Journals
Publish
Advertise
Videos
Webinars
More

Sample our Content
Request a Demo
Log in

The Journal of Wealth Management

Search for this keyword

ADVANCED SEARCH: Discover more content by journal, author or time frame

Home
Current Issue
Past Issues
Videos
Submit an article
More

LinkedIn
Twitter

A Study of Dynamic Market Strategies of Hedge Funds Using the Kalman Filter

François-Éric Racicot and Raymond Théoret

The Journal of Wealth Management Winter 2007, 10 (3) 94-106; DOI: https://doi.org/10.3905/jwm.2007.698898

François-Éric Racicot

An associate professor at University of Quebec (Outaouais), (UQO) in Quebec, Canada.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: francoiseric.racicot@uqo.ca

Raymond Théoret

A professor at University of Quebec (Montreal), (UQAM) in Quebec, Canada.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: theoret.raymond@uqam.ca

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Wealth Management

Vol. 10, Issue 3

Winter 2007

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Wealth Management.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following A Study of Dynamic Market Strategies of Hedge Funds Using the Kalman Filter

Message Subject (Your Name) has sent you a message from The Journal of Wealth Management

Message Body (Your Name) thought you would like to see the The Journal of Wealth Management web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

A Study of Dynamic Market Strategies of Hedge Funds Using the Kalman Filter

François-Éric Racicot, Raymond Théoret

The Journal of Wealth Management Oct 2007, 10 (3) 94-106; DOI: 10.3905/jwm.2007.698898

Citation Manager Formats

BibTeX
Bookends
EasyBib
EndNote (tagged)
EndNote 8 (xml)
Medlars
Mendeley
Papers
RefWorks Tagged
Ref Manager
RIS
Zotero

Save To My Folders

User Name *

Password *

Remember my user name & password.

A Study of Dynamic Market Strategies of Hedge Funds Using the Kalman Filter

François-Éric Racicot, Raymond Théoret

The Journal of Wealth Management Oct 2007, 10 (3) 94-106; DOI: 10.3905/jwm.2007.698898

Share This Article:

Tweet Widget Facebook Like

Jump to section

Article
Info & Metrics
PDF (Subscribers Only)
PDF (Subscribers Only)

Cited By...

No citing articles found.

Google Scholar

LONDON

One London Wall, London, EC2Y 5EA

United Kingdom

+44 207 139 1600

NEW YORK

41 Madison Avenue, New York, NY 10010

USA

+1 646 931 9045

pm-research@pageantmedia.com

Stay Connected

LinkedIn
Twitter

INFORMATION FOR

Academics
Agents
Authors
Content Usage Terms

GET INVOLVED

Advertise
Publish
Article Licensing

Contact Us
Subscribe Now
Log In
Update your profile
Give us your feedback

Site Map
Terms & Conditions
Cookies
Privacy Policy

Main menu

User menu

Search

The Journal of Wealth Management

A Study of Dynamic Market Strategies of Hedge Funds Using the Kalman Filter

Explore our content to discover more relevant research

In this issue

Citation Manager Formats

Similar Articles

Cited By...

MORE FROM PMR

INFORMATION FOR

GET INVOLVED