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